[Download] "Econometric Modelling with Time Series" by Vance Martin, Stan Hurn & David Harris # Book PDF Kindle ePub Free

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eBook details

Title: Econometric Modelling with Time Series
Author : Vance Martin, Stan Hurn & David Harris
Release Date : January 29, 2014
Genre: Economics,Books,Business & Personal Finance,
Pages : * pages
Size : 108192 KB

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.