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Bibliographic Detail
Publisher
Cambridge Univ Pr
Publication date
December 28, 2012
Pages
887
Binding
Hardcover
Book category
Adult Non-Fiction
ISBN-13
9780521196604
ISBN-10
0521196604
Dimensions
1.75 by 6.25 by 9 in.
Weight
2.90 lbs.
Published in
Great Britain
Original list price
$245.00
Other format details
university press
Summaries and Reviews
Amazon.com description: Product 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, generalized 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.
Editions
Hardcover
The price comparison is for this edition
With Vance Martin, Stan Hurn |
from Cambridge Univ Pr (December 28, 2012)
9780521196604 | details & prices | 887 pages | 6.25 × 9.00 × 1.75 in. | 2.90 lbs | List price $245.00
About: This book provides a general framework for specifying, estimating, and testing time series econometric models.
About: This book provides a general framework for specifying, estimating, and testing time series econometric models.
Paperback
With Vance Martin, Stan Hurn |
from Cambridge Univ Pr (December 28, 2012)
9780521139816 | details & prices | 887 pages | 6.00 × 8.75 × 2.00 in. | 2.60 lbs | List price $94.99
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