Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models (Hardcover)~ Herman J. Bierens


Product DescriptionThis 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.

Book DescriptionUniquely self-contained, this book provides 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-instruction.

Product Details Hardcover: 270 pages Publisher: Cambridge University Press (July 29, 1994) Language: English ISBN-10: 052141900X ISBN-13: 978-0521419000