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Topics in advanced econometrics estimation, testing, and specification of cross-section and time series models by Herman J. Bierens

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Published by Cambridge University Press in Cambridge [England], New York, NY, USA .
Written in English

Subjects:

  • Econometrics.

Book details:

Edition Notes

Includes bibliographical references (p. 248-255) and index.

StatementHerman J. Bierens.
Classifications
LC ClassificationsHB139 .B533 1994
The Physical Object
Paginationxii, 258 p. ;
Number of Pages258
ID Numbers
Open LibraryOL1741074M
ISBN 10052141900X
LC Control Number92047068

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This book, Topics in Advanced Econometrics, is written primarily as a textbook for an advanced graduate econometrics course. The topics covered include consistent model specification testing, unit Author: Yoon-Jae Whang. In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability by:   This book, Topics in Advanced Econometrics, is written primarily as a textbook for an advanced graduate econometrics topics covered include consistent model specification testing, unit roots and cointegration, and nonparametric regression estimation; they are mainly the topics in which Professor Bierens has made significant contributions to the literature over the last 15 : Yoon-Jae Whang. Topics in advanced econometrics. [Phoebus J Dhrymes] Home. WorldCat Home About WorldCat Help. Search. Search for Library Items Search for Lists Search for The aim of the book is to present a readable account, starting from an Read more Rating: (not yet rated) 0 with reviews - Be the.

About this book This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference. This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod­ els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo­ metric. This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod­ els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo­ metric model (GLSEM) and ending with the. "Econometrics will be a very useful book for intermediate and advanced graduate courses. It covers the topics with an easy to understand approach while at the same time offering a rigorous analysis. It covers the topics with an easy to understand approach while at the same time offering a rigorous analysis.

Dougherty’s Introduction to Econometrics is a good book to learn the basics, and Mastering ‘Metrics by Agrist and Pischke will guide you through slightly more . Buy Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations by Phoebus J Dhrymes online at Alibris. We have new and used copies available, in 2 editions - starting at $ Shop now. Get this from a library! Topics in advanced econometrics: estimation, testing, and specification of cross-section and time series models. [Herman J Bierens] -- "In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory. Topics in Advanced Econometrics Probability Foundations. Authors (view affiliations) Phoebus J. Dhrymes and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability.