Coverart for item
The Resource Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models, Herman J. Bierens

Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models, Herman J. Bierens

Label
Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models
Title
Topics in advanced econometrics
Title remainder
estimation, testing, and specification of cross-section and time series models
Statement of responsibility
Herman J. Bierens
Creator
Subject
Language
eng
Summary
"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 expensive 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."--Jacket
Cataloging source
DLC
http://library.link/vocab/creatorDate
1943-
http://library.link/vocab/creatorName
Bierens, Herman J.
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
Econometrics
Label
Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models, Herman J. Bierens
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 248-255) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
27265166
Dimensions
24 cm
Extent
xii, 258 pages
Isbn
9780521419000
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
(WaOLN)1606879
Label
Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models, Herman J. Bierens
Publication
Bibliography note
Includes bibliographical references (pages 248-255) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
27265166
Dimensions
24 cm
Extent
xii, 258 pages
Isbn
9780521419000
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
(WaOLN)1606879

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