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 ...
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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.
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Add this copy of Econometric Modelling With Time Series to cart. $80.96, good condition, Sold by FirstClassBooks rated 4.0 out of 5 stars, ships from Little Rock, AR, UNITED STATES, published 2012 by Cambridge University Press.
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New. Print on demand Contains: Line drawings, Tables. Themes in Modern Econometrics . 104 b/w illus. 97 tables. Intended for professional and scholarly audience.
Add this copy of Econometric Modelling With Time Series to cart. $188.34, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2012 by Cambridge University Press CUP.
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