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  3. Topics in Advanced Econometrics
  • Cited by 58
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    • Publisher:
      Cambridge University Press
      Publication date:
      28 October 2009
      07 July 1994
      ISBN:
      9780511599279
      9780521565110
      DOI:
      https://doi.org/10.1017/CBO9780511599279
      Dimensions:
      Weight & Pages:
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.391kg, 272 Pages
      • Subjects:
      Economics, Econometrics and Mathematical Methods
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    • Selected: Digital
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    Subjects:
    Economics, Econometrics and Mathematical Methods
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    Book description

    In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

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