Econometric modelling with time series : specification, estimation and testing

• Material Type: 図書
• ISBN: 9780521196604 (hardback); 0521196604 (hardback); 9780521139816 (paperback); 0521139813 (paperback)
• Title: Econometric modelling with time series : specification, estimation and testing
• Author/Editor: Vance Martin, Stan Hurn, David Harris.
• Series Title: Themes in modern econometrics
• Author Heading: Martin, Vance, 1955-; Hurn, Stan.; Harris, David, 1969-
• Publication, Distribution, etc.: Cambridge : Cambridge University Press
• Publication Date: 2013.
• Publication Date (W3CDTF): 2013
• Extent: xxxv, 887 pages
• Other physical details: illustrations
• Size: 25 cm.
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Econometric models.; Time-series analysis.; BUSINESS & ECONOMICS--Statistics.; Zeitreihenanalyse; Ökonometrisches Modell
• LCC: HB141
• DDC: 330.01/51955
• NDLC: DA49
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references and indexes.
• Holding library: 国立国会図書館
• Call No.: DA49-B108
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 023954225; http://id.ndl.go.jp/bib/023954225
• LC Control Number: 2012004347; https://lccn.loc.gov/2012004347
• OCLC No.: 776874678; https://www.worldcat.org/oclc/776874678
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211

• Contents: Machine generated contents note: Part I. Maximum Likelihood: 1. The maximum likelihood principle; 2. Properties of maximum likelihood estimators; 3. N...
• Summary, etc.: "This book provides a general framework for specifying, estimating, and testing time series econometric models"--(Provided by: Provided by publisher.)...