Sprache: Englisch
Verlag: Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
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In den WarenkorbZustand: New. pp. 928 104 Illus.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 95,04
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In den WarenkorbZustand: New. In.
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In den WarenkorbPaperback. Zustand: Brand New. 960 pages. 8.90x2.00x6.00 inches. In Stock.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Anbieter: Kennys Bookstore, Olney, MD, USA
EUR 186,65
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In den WarenkorbZustand: New. 2012. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Series: Themes in Modern Econometrics. Num Pages: 924 pages, 104 b/w illus. 97 tables. BIC Classification: KCH. Category: (U) Tertiary Education (US: College). Dimension: 228 x 154 x 47. Weight in Grams: 1380. Specification, Estimation, and Testing. Series: Themes in Modern Econometrics. 937 pages, 104 b/w illus. 97 tables. This book provides a general framework for specifying, estimating and testing time series econometric models. Cateogry: (U) Tertiary Education (US: College). BIC Classification: KCH. Dimension: 228 x 154 x 47. Weight: 1188. . . . . . Books ship from the US and Ireland.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
ISBN 10: 0521139813 ISBN 13: 9780521139816
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.