ENGLISH

Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

By Herman J. Bierens

Book information

Year
1994
ISBN
9780521419000, 9780511599279, 0521565111, 052141900X, 0511599277, 9780521565110
LCC
HB139 .B533 1994
Open Library ID
OL1741074M
Language
english
Format
DJVU
Filesize
1 MB (1567433 bytes)
Pages
270\270
Time added
2011-06-04 13:46:07

Description

This book provides a rigorous examination of a number of timely topics in advanced econometrics, together with an extensive and thorough treatment of the necessary probability theory. The book is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, plus the required introductory material on each topic. It will be used by graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

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