Econometric Modelling with Time Series
By Vance Martin, Stan Hurn & David Harris
- Release Date: 2014-03-29
- Genre: Economics
Description
This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation and estimation by simulation.
