Econometric Theory
Autor J. Davidsonen Limba Engleză Paperback – 13 ian 2000
Based on lectures originally given to graduates at the London School of Economics, the book applies recent developments in asymptotic theory to derive the properties of estimators when the model is only partially specified. Topics covered in depth include the linear regression model, dynamic modeling, simultaneous equations, optimization estimators, hypothesis testing, and the theory of nonstationary time series and cointegration.
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Specificații
ISBN-13: 9780631215844
ISBN-10: 0631215840
Pagini: 528
Dimensiuni: 178 x 254 x 28 mm
Greutate: 0.91 kg
Ediția:New.
Editura: Wiley
Locul publicării:Chichester, United Kingdom
ISBN-10: 0631215840
Pagini: 528
Dimensiuni: 178 x 254 x 28 mm
Greutate: 0.91 kg
Ediția:New.
Editura: Wiley
Locul publicării:Chichester, United Kingdom
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Public țintă
graduate and advanced graduates in econometric theoryDescriere
* Covers time series modelling in detail* Discusses recent advances in estimation and testing theory, cointegration and unit roots* Presents unique treatment of modern asymptotic theory for time series* Incorporates material from lectures given at London School of Economics. .