Econometric modelling with time series : Specification, estimation and testing

Bibliographic Details
Main Authors: Martin, Vance (Author), Harris, David (Author), Hurn, Stan (Author)
Format: Book
Language:English
Published: New york : Cambridge University Press , 2013
Subjects:
Table of Contents:
  • 1.Maximum likelihood
  • 2.Regression models
  • 3.Other estimation methods
  • 4.Stationary time series
  • 5.Nonstationary time series
  • 6.Nonlinear time series