Skip to content
Register Sign in Wishlist
Topics in Advanced Econometrics

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

£31.99

  • Date Published: May 1996
  • availability: Available
  • format: Paperback
  • isbn: 9780521565110

£ 31.99
Paperback

Add to cart Add to wishlist

Other available formats:
eBook


Looking for an inspection copy?

This title is not currently available on inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • 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.

    • Offers a rigorous treatment of topical subjects in advanced econometrics, with all the necessary background; designed for self-tuition
    • Highly successful book, available in paperback for the first time
    • Bierens is a well-known econometrician, widely published in journals and a high-profile member of the Econometric Society
    Read more

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • Date Published: May 1996
    • format: Paperback
    • isbn: 9780521565110
    • length: 272 pages
    • dimensions: 229 x 152 x 16 mm
    • weight: 0.4kg
    • contains: 5 tables
    • availability: Available
  • Table of Contents

    1. Basic probability theory
    2. Convergence
    3. Introduction to conditioning
    4. Nonlinear parametric regression analysis and maximum likelihood theory
    5. Tests for model misspecification
    6. Conditioning and dependence
    7. Functional specification of time series models
    8. ARMAX models: estimation and testing
    9. Unit roots and cointegration
    10. The Nadaraya-Watson kernel regression function estimator.

  • Author

    Herman J. Bierens, Southern Methodist University, Texas

Sign In

Please sign in to access your account

Cancel

Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×