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Econometric Theory
Davidson, James (University of Cardiff, UK)
Econometric Theory
Davidson, James (University of Cardiff, UK)
* Covers time series modelling in detail* Discusses recent advances in estimation and testing theory, cointegration and unit roots* Presents unique treatment of modern asymptotic theory for time series* Incorporates material from lectures given at London School of Economics. .
528 pages, 12
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 14 de janeiro de 2000 |
ISBN13 | 9780631215844 |
Editoras | John Wiley and Sons Ltd |
Páginas | 528 |
Dimensões | 178 × 253 × 28 mm · 970 g |
Idioma | English |
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