時系列計量経済モデル
Econometric Modelling with Time Series
Specification, Estimation and Testing
Themes in Modern Econometrics
Martin, Vance
Hurn, Stan
Harris, David
- 出版社：Cambridge University Press
- 出版年月：2013年 03月
- ISBN：9780521139816
- 装丁：PAP
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装丁について
- 言語：ENG
- 巻数・ページ数：924 p.
- 分類： 数理・計量経済
- DDC分類：330.015195
- 内容紹介：
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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.