Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models - Hardcover

Bierens, Herman J.

 
9780521419000: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

Synopsis

This book provides a rigorous examination of a number of timely topics in advanced econometrics, together with an extensive and thorough treatment of the necessary probability theory. The book is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, plus the required introductory material on each topic. It will be used by graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

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Book Description

Uniquely self-contained, this book provides the reader with a selection of the latest developments in econometric theory, plus the required introductory material on each topic. It will be used by graduate students of econometrics and statistics, and is particularly suitable for self-instruction.

From the Back Cover

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780521565110: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

Featured Edition

ISBN 10:  0521565111 ISBN 13:  9780521565110
Publisher: Cambridge University Press, 1996
Softcover