Econometric Modelling With Time Series

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Econometric Modelling with Time Series
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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
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Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series,
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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
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Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial mar
Econometric Modelling with Time Series
Language: en
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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