Related Books

Econometric Modelling with Time Series
Language: en
Pages: 925
Authors: Vance Martin
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood p
The Econometric Analysis of Time Series
Language: en
Pages: 387
Authors: Andrew C. Harvey
Categories: Econometrics
Type: BOOK - Published: 1990 - Publisher:

DOWNLOAD EBOOK

Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playi
The Econometric Modelling of Financial Time Series
Language: en
Pages: 468
Authors: Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 2008-03-20 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial mar
The Econometric Analysis of Seasonal Time Series
Language: en
Pages: 258
Authors: Eric Ghysels
Categories: Business & Economics
Type: BOOK - Published: 2001-06-18 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series,
Time Series Models for Business and Economic Forecasting
Language: en
Pages: 421
Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2014-04-24 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares student