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Econometric Modelling with Time Series
Language: en
Pages: 925
Authors: Vance Martin
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: Cambridge University Press

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"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood p
Econometric Modelling with Time Series
Language: en
Pages: 982
Authors: Vance Martin
Categories: Business & Economics
Type: BOOK - Published: 2012-12-28 - Publisher: Cambridge University Press

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This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum
The Econometric Analysis of Time Series
Language: en
Pages: 387
Authors: Andrew C. Harvey
Categories: Econometrics
Type: BOOK - Published: 1990 - Publisher:

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Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playi
The Econometric Modelling of Financial Time Series
Language: en
Pages: 255
Authors: Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 1995-04-20 - Publisher: Cambridge University Press

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This book provides detailed coverage of the variety of models that are currently being used in the empirical analysis of financial markets. Covering bond equity
The Econometric Analysis of Time Series
Language: en
Pages: 418
Authors: Andrew C. Harvey
Categories: Business & Economics
Type: BOOK - Published: 1990 - Publisher: MIT Press

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The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas a