| Title | : | Econometric Modelling with Time Series |
|---|---|---|
| Author | : | Vance Martin, Stan Hurn & David Harris |
| Release | : | 2014-03-29 |
| Kind | : | ebook |
| Genre | : | Economics, Books, Business & Personal Finance |
| Size | : | 108192521 |
| 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. |
