Economietric modelling with time series:
Material type: TextPublication details: New York: Cambridge University Press, 2013.Description: xxxv, 887pISBN:- 9780521196604
- 330.0151955 MAR
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Book | IIM Kashipur | 330.0151955 MAR (Browse shelf(Opens below)) | Available | 3381 |
Includes index.
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.
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