Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models - Hardcover

Bierens, Herman J.

Hardcover

ISBN 10: 052141900X ISBN 13: 9780521419000

Publisher: Cambridge University Press, 1994

Synopsis

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

About this title

Book Description

This book provides a rigorous treatment of a number of timely topics in advanced econometrics, together with the necessary introductory material on each subject. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

From the Back Cover

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics.

Edition details

• Publisher: Cambridge University Press
• Publication date: 1994
• Language: English
• ISBN 10: 052141900X
• ISBN 13: 9780521419000
• Binding: Hardcover
• Number of pages: 270