Econometric Modelling with Time Series (English, Vance Martin | Stan Hurn | David Harris)
by Vance Martin | Stan Hurn | David Harris
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About the Book
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, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framew…
ISBN: 9780521196604
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