Based on lectures originally given to graduates at the London School of Economics, the book applies recent developments in asymptotic theory to derive the properties of estimators when the model is only partially specified. Topics covered in depth include the linear regression model, dynamic modeling, simultaneous equations, optimization estimators, hypothesis testing, and the theory of nonstationary time series and cointegration.
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Based on lectures originally given to graduates at the London School of Economics, the book applies recent developments in asymptotic theory to derive the properties of estimators when the model is only partially specified. Topics covered in depth include the linear regression model, dynamic modeling, simultaneous equations, optimization estimators, hypothesis testing, and the theory of nonstationary time series and cointegration.
Imprint | Blackwell Publishers |
Country of origin | United Kingdom |
Release date | 2000 |
Availability | Expected to ship within 7 - 13 working days |
First published | April 2000 |
Authors | J. Davidson |
Dimensions | 261 x 172 x 28mm (L x W x T) |
Format | Paperback |
Pages | 528 |
ISBN-13 | 978-0-631-21584-4 |
Barcode | 9780631215844 |
Categories | |
LSN | 0-631-21584-0 |