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

Martin, Vance; Hurn, Stan; Harris, David

ISBN 10: 0521139813 ISBN 13: 9780521139816

Verlag: Cambridge University Press, 2012

Sprache: Englisch

Zustand: Neu Softcover

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Bibliografische Details

Titel

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

Verlag

Cambridge University Press

Erscheinungsjahr

2012

Sprache

Englisch

ISBN-10

0521139813

ISBN-13

9780521139816

Einband

Softcover

Zustand

New

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�ber diesen Titel

Inhaltsangabe

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.

�ber die Autorinnen und Autoren

Vance Martin is Professor of Econometrics at the University of Melbourne, Australia, a position he has held since 2000. He graduated with a PhD from Monash University in 1990. He was appointed Lecturer at the University of Melbourne in 1985 and became a Senior Lecturer in 1990.

Stan Hurn is Professor of Economics and Finance at Queensland University of Technology, Australia, a position he has held since 1998. He graduated with a DPhil in Economics from St Edmund Hall, Oxford, in 1992. He was appointed Lecturer at the University of Glasgow in 1988 and became a Senior Lecturer in 1993 before being named Official Fellow in Economics at Brasenose College, Oxford, in 1996.

David Harris is Professor of Econometrics at Monash University, Australia. He was awarded his PhD in Econometrics from Monash University in 1995. He was lecturer in econometrics from 1995 to 1997 at Monash University and from 1998 to 2010 at the University of Melbourne.

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