In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

A rigorous treatment of a number of timely topics in advanced econometrics.

Book Information
ISBN 9780521565110
Author Herman J. Bierens
Format Paperback
Page Count 272
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 391g
Dimensions(mm) 228mm * 152mm * 16mm