Econometric Theory
Covers time series modelling in detail Discusses recent advances in estimation and testing theory, cointegration and unit roots Presents unique treatment of modern asymptotic theory for time series Incorporates material from lectures given at London School of Economics. .
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Produktdetails
Weitere Autoren: Davidson, Meyer M. D.
- ISBN: 978-0-631-21584-4
- EAN: 9780631215844
- Produktnummer: 8543890
- Verlag: John Wiley & Sons
- Sprache: Englisch
- Erscheinungsjahr: 2000
- Seitenangabe: 528 S.
- Masse: H25.4 cm x B17.8 cm x D2.8 cm 982 g
- Abbildungen: Paperback
- Gewicht: 982
Über den Autor
James Davidson is Professor of Econometrics at Cardiff University. Contributor and referee for a number of leading research journals, Davidson is the author of Stochastic Limit Theory (1994). With an MSc in Econometrics and Mathematical Economics from the London School of Economics, he has taught at the University of Warwick, the London School of Economics, the University of California--San Diego, and the University of Wales, Aberystwyth.
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