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Econometric Modelling with Time Series

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In Stock (866)

£ 88.80

Description

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.

Book Details
EAN:
9780521139816
Binding:
Paperback / softback
Dimensions(mm):
228 x 154 x 47
Publication Date:
2012-12-28
Publication Country:
United Kingdom