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- 2012004347 contributor B12431871.
- 2012004347 contributor B12431872.
- 2012004347 date "2013".
- 2012004347 description "Includes bibliographical references (pages 865-876) and indexes.".
- 2012004347 description "Machine generated contents note: Part I. Maximum Likelihood: 1. The maximum likelihood principle; 2. Properties of maximum likelihood estimators; 3. Numerical estimation methods; 4. Hypothesis testing; Part II. Regression Models: 5. Linear regression models; 6. Nonlinear regression models; 7. Autocorrelated regression models; 8. Heteroskedastic regression models; Part III. Other Estimation Methods: 9. Quasi-maximum likelihood estimation; 10. Generalized method of moments; 11. Nonparametric estimation; 12. Estimation by stimulation; Part IV. Stationary Time Series: 13. Linear time series models; 14. Structural vector autoregressions; 15. Latent factor models; Part V. Non-Station Time Series: 16. Nonstationary distribution theory; 17. Unit root testing; 18. Cointegration; Part VI. Nonlinear Time Series: 19. Nonlinearities in mean; 20. Nonlinearities in variance; 21. Discrete time series models; Appendix A. Change in variable in probability density functions; Appendix B. The lag operator; Appendix C. FIML estimation of a structural model; Appendix D. Additional nonparametric results.".
- 2012004347 extent "xxxv, 887 pages :".
- 2012004347 identifier "9780521139816 (paperback)".
- 2012004347 identifier "9780521196604 (hardback)".
- 2012004347 isPartOf "Themes in modern econometrics".
- 2012004347 issued "2013".
- 2012004347 language "eng".
- 2012004347 subject "330.01/51955 23".
- 2012004347 subject "BUSINESS & ECONOMICS / Statistics. bisacsh".
- 2012004347 subject "Econometric models.".
- 2012004347 subject "HB141 .M3555 2013".
- 2012004347 subject "Time-series analysis.".
- 2012004347 tableOfContents "Machine generated contents note: Part I. Maximum Likelihood: 1. The maximum likelihood principle; 2. Properties of maximum likelihood estimators; 3. Numerical estimation methods; 4. Hypothesis testing; Part II. Regression Models: 5. Linear regression models; 6. Nonlinear regression models; 7. Autocorrelated regression models; 8. Heteroskedastic regression models; Part III. Other Estimation Methods: 9. Quasi-maximum likelihood estimation; 10. Generalized method of moments; 11. Nonparametric estimation; 12. Estimation by stimulation; Part IV. Stationary Time Series: 13. Linear time series models; 14. Structural vector autoregressions; 15. Latent factor models; Part V. Non-Station Time Series: 16. Nonstationary distribution theory; 17. Unit root testing; 18. Cointegration; Part VI. Nonlinear Time Series: 19. Nonlinearities in mean; 20. Nonlinearities in variance; 21. Discrete time series models; Appendix A. Change in variable in probability density functions; Appendix B. The lag operator; Appendix C. FIML estimation of a structural model; Appendix D. Additional nonparametric results.".
- 2012004347 title "Econometric modelling with time series : specification, estimation and testing / Vance Martin, University of Melbourne, Australia, Stan Hurn, Queensland University of Technology, Australia, David Harris, Monash University, Australia.".
- 2012004347 type "text".