Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)
Автор:Vance Martin, Stan Hurn, David Harris Год: 2012 Издание: [не указанo] Страниц: 928 ISBN: 0521139813 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.
