Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics) - Image 1

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Cambridge University Press Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)

Name: Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)
Brand: Cambridge University Press
Price: 64.08 GBP
Availability: InStock

Econometrics

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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. 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.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 0521139813
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 28 December 2012
Listed Since: 20 December 2011

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Cambridge University Press Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)

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