Economietric modelling with time series:

By:

Martin, Vance

Contributor(s):

Material type: Text

TextPublication details: New York: Cambridge University Press, 2013.Description: xxxv, 887pISBN:

9780521196604

Subject(s):

Econometric

DDC classification:

330.0151955 MAR

Summary: 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.

Item type:

Book

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
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.

There are no comments on this title.

to post a comment.