Topics in Advanced Econometrics: Estimation, Testing and Specification of Cross-Section and Time Series Models

Topics in Advanced Econometrics: Estimation, Testing and Specification of Cross-Section and Time Series Models
Автор
 
Год
 
Страниц
 
424
ISBN
 
0521565111
Издатель
 
Oxford University Press
Категория
 
Эконометрика

Содержание:

Россия в войне 1941-1945

Описание:

This book provides a rigorous examination of a number of timely topics in advanced econometrics, together with an extensive and thorough treatment of the necessary probability theory. The book is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, plus the required introductory material on each topic. It will be used by graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

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