Econometric modelling with time series : specification, estimation and testing /

"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framew...

Full description

Bibliographic Details

Main Author:	Martin, Vance, 1955-
Corporate Author:	ebrary, Inc
Other Authors:	Hurn, Stan, Harris, David, 1969-
Format:	eBook
Language:	English
Published:	Cambridge : Cambridge University Press, 2013.
Series:	Themes in modern econometrics.
Subjects:	Econometric models. Time-series analysis. Electronic books.
Online Access:	Connect to the full text of this electronic book