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

Bierens, Herman J.

ISBN 10: 0521565111 / ISBN 13: 9780521565110

Published by Cambridge University Press, Cambridge, 1996

About this Item

Reprint. First published 1994. 22.5 x 15 cm. 258pp. Card covers. Some light creasing in covers. Spine not creased.

Seller Inventory # 60345

Bibliographic Details

• Title: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
• Publisher: Cambridge University Press, Cambridge
• Publication Date: 1996
• Language: English
• ISBN 10: 0521565111
• ISBN 13: 9780521565110
• Binding: Paperback
• Condition: Very Good
• Book Type: Book
• Seller catalogs:
  • Politics, Philosophy, Economics

About this title

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.

From the Back Cover

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