Author(s): Herman J. Bierens
Categories: Business & Economics > Econometrics
Publisher: Cambridge University Press
Publish date: 1994-07-29
ISBN-10: 052141900X
ISBN-13: 9780521419000
Language: English
Description: This book provides a rigorous examination of a number of timely
topics in advanced econometrics, together with an extensive and
thorough treatment of the necessary probability theory. The book is
uniquely self-contained, providing the reader with a selection of
the latest developments in econometric theory, plus the required
introductory material on each topic. It will be used by graduate
students of econometrics and statistics, and is particularly
suitable for self-tuition.
topics in advanced econometrics, together with an extensive and
thorough treatment of the necessary probability theory. The book is
uniquely self-contained, providing the reader with a selection of
the latest developments in econometric theory, plus the required
introductory material on each topic. It will be used by graduate
students of econometrics and statistics, and is particularly
suitable for self-tuition.