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

Bierens, Herman J.

 
9780521565110: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
Softcover
ISBN 10: 0521565111 ISBN 13: 9780521565110
Publisher: Cambridge University Press, 2009

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.

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From the Back Cover

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

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2009
Language
English
ISBN 10 
0521565111
ISBN 13 
9780521565110
Binding
Paperback
Number of pages
272

Other Popular Editions of the Same Title

9780521419000: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

Featured Edition

ISBN 10:  052141900X ISBN 13:  9780521419000
Publisher: Cambridge University Press, 1994
Hardcover