Vance Martin <br/><br/>
Econometric Modelling with Time Series :   Specification, Estimation and Testing / 
Vance Martin  
 - Cambridge University Press 
 - xxxv,887p :  ill ;  24 cm. 
 - themes in modern econometric .
 - Yapı Kredi Yayınları ;  3993 .
<br/><br/> <br/>Preface xxxi<br/>1. The maximum Livelihood Principle 3<br/>2. Properties of Maximum Livelihood Estimators 33<br/>3. Numerical Estimation methods 87<br/>4. Hypothesis Testing 119<br/>5. Linear Regression Models 157<br/>6. Nonlinear Regression Models 194<br/>7. Autocorrelated Regression Models 228<br/>8. Heteroskedastic Regression models 272<br/>9. Quasi Maximum Livelihood Estimation 307<br/>10. Generalized Method of moments 352<br/>11. Nonparametric Estimation 392<br/>12. Estimation by simulation 432<br/>13. Linear Time Series models 467<br/>14. structural Vector Autoregressions 512<br/>15. Latent Factor models 544<br/>16. Nonstationary Distribution Theory 583<br/>17. unit Root Testing 619<br/>18. Cointegration 662<br/>19. Nonlinearities in Mean 715<br/>20. Nonlinearities in Variance 758<br/>21. Discrete Time series models 812<br/>Apendix A-D<br/>Includes bibliographical references (p. 125) and index. 
<br/><br/><label>ISBN: </label>9780521139816 
<br/><br/><label>Subjects--Topical Terms: </label>
<br/><br/><label>Dewey Class. No.: </label>330.015  / MAR