Short-memory linear processes and econometric applications
Auteur :
Mynbaev, Kairat T.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470924198
Date de publication :
27 mai 2011
Dimensions :
24,3 x 16,4 x 2,7 cm
Poids :
776 g
Langue :
Anglais
Pays d'origine :
USA
Econometrics combines economic theory with statistics to analyze and test economic relationships. This book is a source of asymptotic results for econometric models, uniquely focusing on time series and spatial models and providing a new approach to modeling various types of deterministic regressors.