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Econometric Modelling with Time Series
- Specification, Estimation and Testing
Engelsk
Bogcover for Econometric Modelling with Time Series af Vance Martin, Stan Hurn, David Harris, 9780521139816
Specifikationer
Sprog:
Engelsk
Sider:
924
ISBN-13:
9780521139816
Indbinding:
Paperback
ISBN-10:
0521139813
Udg. Dato:
28 dec 2012
Størrelse i cm:
22,8 x 15,4 x 4,7
Oplagsdato:
28 dec 2012

Econometric Modelling with Time Series

- Specification, Estimation and Testing
Engelsk
Paperback 2012
Format:

Bog beskrivelse
This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.
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Specifikationer
Sprog:
Engelsk
Sider:
924
ISBN-13:
9780521139816
Indbinding:
Paperback
ISBN-10:
0521139813
Udg. Dato:
28 dec 2012
Størrelse i cm:
22,8 x 15,4 x 4,7
Oplagsdato:
28 dec 2012
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