Topics in advanced econometrics: estimation, testing, and specification of cross-section and time series models
Auteur :
Bierens, Herman J.
Éditeur :
Cambridge University Press
ISBN :
9780521565110
Date de publication :
23 févr. 1996
Dimensions :
22,8 x 15,2 x 1,6 cm
Poids :
391 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides a rigorous treatment of a number of timely topics in advanced econometrics, together with the necessary introductory material on each subject. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.