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

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

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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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.

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

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Bierens, Herman J.
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Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Paperback. Book Condition: New. Revised ed.. Language: English . Brand New Book ***** Print on Demand *****.In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition. Bookseller Inventory # AAV9780521565110

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Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Paperback. Book Condition: New. Revised ed.. Language: English . Brand New Book ***** Print on Demand *****. In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition. Bookseller Inventory # AAV9780521565110

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Book Description Cambridge University Press 8/31/2008, 2008. Paperback or Softback. Book Condition: New. Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models. Book. Bookseller Inventory # BBS-9780521565110

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