عنوان
پدید آورنده
موضوع
رده
HB139 .B533 1994
HB139
.
B533
1994
کتابخانه
محل استقرار
052141900X
0521565111
9780521419000
9780521565110
b766402
Topics in advanced econometrics :
[Book]
estimation, testing, and specification of cross-section and time series models /
Herman J. Bierens.
New York, NY, USA :
Cambridge University Press,
1994.
xii, 258 pages ;
24 cm
Includes bibliographical references (pages 248-255) and index.
1. Basic probability theory -- 2. Convergence -- 3. Introduction to conditioning -- 4. Nonlinear parametric regression analysis and maximum likelihood theory -- 5. Tests for model misspecification -- 6. Conditioning and dependence -- 7. Functional specification of time series models -- 8. ARMAX models: estimation and testing -- 9. Unit roots and cointegration -- 10. The Nadaraya-Watson kernel regression function estimator.
0
"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 expensive and thorough treatment of the necessary probability theory. The book is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, plus the required introductory material on each topic. It will be used by graduate students of econometrics and statistics, and is particularly suitable for self-tuition."--Jacket.
£11.95 : Formerly CIP
Econometrics.
Économétrie.
Econometrics.
Econometrics.
Econometrie.
Econométrie.
Économétrie.
Estimation, Théorie de l'.
Séries chronologiques.
330/
.
01/5195
20
HB139
.
B533
1994
83
.
03
bcl
Bierens, Herman J.,1943-
20201206114326.0
مطالعه متن کتاب [Book]
Y
