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20171111235828.0 |
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140926s2013 enka b 001 0 eng d |
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|a 9780521139816
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| 082 |
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4 |
|2 23
|a 330.0151955
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| 100 |
1 |
4 |
|a Martin, Vance,
|d 1955-
|
| 245 |
1 |
0 |
|a Econometric modelling with time series :
|b specification, estimation and testing /
|c Vance Martin, University of Melbourne, Australia, Stan Hurn, Queensland University of Technology, Australia, David Harris, Monash University, Australia
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| 260 |
1 |
0 |
|a Cambridge :
|b Cambridge University Press,
|c 2013
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| 300 |
1 |
0 |
|a xxxv, 887 p. :
|b ill. ;
|c 25 cm
|
| 490 |
0 |
0 |
|a Themes in modern econometrics
|
| 504 |
0 |
0 |
|a Includes bibliographical references (pages 865-876) and indexes
|
| 505 |
0 |
0 |
|a Part I. Maximum Likelihood: 1. The maximum likelihood principle; 2. Properties of maximum likelihood estimators; 3. Numerical estimation methods; 4. Hypothesis testing; Part II. Regression Models: 5. Linear regression models; 6. Nonlinear regression models; 7. Autocorrelated regression models; 8. Heteroskedastic regression models; Part III. Other Estimation Methods: 9. Quasi-maximum likelihood estimation; 10. Generalized method of moments; 11. Nonparametric estimation; 12. Estimation by stimulation; Part IV. Stationary Time Series: 13. Linear time series models; 14. Structural vector autoregressions; 15. Latent factor models; Part V. Non-Station Time Series: 16. Nonstationary distribution theory; 17. Unit root testing; 18. Cointegration; Part VI. Nonlinear Time Series: 19. Nonlinearities in mean; 20. Nonlinearities in variance; 21. Discrete time series models; Appendix A. Change in variable in probability density functions; Appendix B. The lag operator; Appendix C. FIML estimation of a structural model; Appendix D. Additional nonparametric results
|
| 650 |
0 |
0 |
|a Time-series analysis
|
| 650 |
0 |
0 |
|a Econometric models
|
| 700 |
1 |
0 |
|a Hurn, Stan
|
| 700 |
1 |
0 |
|a Harris, David,
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| 952 |
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|a GR-ThIHU
|b 59cc20536c5ad13446f87fd1
|c 998a
|d 945l
|e 330.0151955 MAR
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| 952 |
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|a CY-LiCUT
|b 5a01a8236c5ad14ac1e7d0fc
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