Book: Topics In Advanced Econometrics: Estimation, Testing, And Specification Of Cross-section And Time Series Models In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics.
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.
Details of Book: Topics In Advanced Econometrics: Estimation, Testing, And Specification Of Cross-section And Time Series Models Book: Topics In Advanced Econometrics: Estimation, Testing, And Specification Of Cross-section And Time Series Models
Author: Herman J. Bierens
ISBN: 0521565111
ISBN-13: 9780521565110
, 978-0521565110
Binding: Paperback
Publishing Date: 23021996
Publisher: Cambridge University Press
Number of Pages: 272
Language: English