Title: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
Publisher: Cambridge University Press
Publication Date: 1996
Language: English
ISBN 10: 0521565111
ISBN 13: 9780521565110
Binding: Soft cover
Condition: New

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.

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