Econometric Modelling with Time Series by Vance Martin, Stan Hurn & David Harris

Econometric Modelling with Time Series

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  • Genre Economics
  • Released
  • Size 103.18 MB

Description

This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation and estimation by simulation.

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