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- catalog abstract ""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 expensive 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 JACKET.".
- catalog contributor b5942483.
- catalog created "1994.".
- catalog date "1994".
- catalog date "1994.".
- catalog dateCopyrighted "1994.".
- catalog description ""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 expensive 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 JACKET.".
- catalog description "Includes bibliographical references (p. 248-255) and index.".
- catalog extent "xii, 258 p. ;".
- catalog identifier "052141900X (hardback)".
- catalog issued "1994".
- catalog issued "1994.".
- catalog language "eng".
- catalog publisher "Cambridge [England] ; New York, NY, USA : Cambridge University Press,".
- catalog subject "330/.01/5195 20".
- catalog subject "Econometrics.".
- catalog subject "HB139 .B533 1994".
- catalog title "Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models / Herman J. Bierens.".
- catalog type "text".