Published by Cambridge University Press (edition Illustrated), 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: BooksRun, Philadelphia, PA, U.S.A.
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Add to basketPaperback. Condition: Good. Illustrated. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.
Published by Cambridge University Press, 2013
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1550grams, ISBN:9780521139816.
Published by Cambridge University Press 2013-03-07, 2013
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Chiron Media, Wallingford, United Kingdom
Paperback. Condition: New.
Published by Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Published by Cambridge University Press, Cambridge, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: CitiRetail, Stevenage, United Kingdom
Paperback. Condition: new. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Published by Cambridge University Press CUP, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Books Puddle, New York, NY, U.S.A.
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Published by Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: California Books, Miami, FL, U.S.A.
£ 98.18
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Published by Cambridge University Press, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 112.19
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Published by Cambridge University Press, Cambridge, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: CitiRetail, Stevenage, United Kingdom
Hardcover. Condition: new. Hardcover. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Published by Cambridge University Press, GB, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Rarewaves.com UK, London, United Kingdom
£ 120.11
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Add to basketPaperback. Condition: New. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.
Published by Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.
Published by Cambridge University Press, Cambridge, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: AussieBookSeller, Truganina, VIC, Australia
£ 111.57
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Add to basketPaperback. Condition: new. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 960 pages. 8.90x2.00x6.00 inches. In Stock.
Published by Cambridge University Press, Cambridge, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Grand Eagle Retail, Mason, OH, U.S.A.
£ 105.49
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Add to basketPaperback. Condition: new. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Published by Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
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Published by Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Mispah books, Redhill, SURRE, United Kingdom
Paperback. Condition: Like New. Like New. book.
Published by Cambridge University Press, GB, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
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Add to basketPaperback. Condition: New. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.
Published by Cambridge University Press, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: AHA-BUCH GmbH, Einbeck, Germany
£ 161.30
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Add to basketBuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a general framework for specifying, estimating and testing time series econometric models.
Published by Cambridge University Press, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: California Books, Miami, FL, U.S.A.
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Published by Cambridge University Press, Cambridge, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: AussieBookSeller, Truganina, VIC, Australia
£ 149.35
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Add to basketHardcover. Condition: new. Hardcover. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Published by Cambridge University Press, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
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Published by Cambridge University Press, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: Mispah books, Redhill, SURRE, United Kingdom
Hardcover. Condition: Like New. Like New. book.
Published by Cambridge University Press, Cambridge, 2012
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: Grand Eagle Retail, Mason, OH, U.S.A.
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Add to basketHardcover. Condition: new. Hardcover. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Seller: Revaluation Books, Exeter, United Kingdom
Hardcover. Condition: Brand New. 960 pages. 9.10x2.00x6.40 inches. In Stock.
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 960 pages. 8.90x2.00x6.00 inches. In Stock. This item is printed on demand.
Published by Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. Print on Demand pp. 928 104 Illus.
Published by Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: Biblios, Frankfurt am main, HESSE, Germany
£ 102.48
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Published by Cambridge University Press, 2013
ISBN 10: 0521139813 ISBN 13: 9780521139816
Language: English
Seller: moluna, Greven, Germany
£ 89.68
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Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation,.
Seller: Revaluation Books, Exeter, United Kingdom
Hardcover. Condition: Brand New. 960 pages. 9.10x2.00x6.40 inches. In Stock. This item is printed on demand.
Published by Cambridge University Press, 2015
ISBN 10: 0521196604 ISBN 13: 9780521196604
Language: English
Seller: moluna, Greven, Germany
£ 123.63
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Add to basketGebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation,.