Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	Dezember 2012
Genre:	Wirtschaft / Recht
	BUSINESS & ECONOMICS / Econometrics / computer science / Econometrics / Econometrics and economic statistics / Economic statistics / Social research & statistics
ISBN:	9780521196604
EAN-Code:	9780521196604
Verlag:	Cambridge Academic
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 229 mm / B 152 mm / D 48 mm
Gewicht:	1390 gr
Illustration:	104 b/w illus. 97 tables, Zeichnungen, nicht spezifiziert, Tabellen, nicht spezifiziert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.