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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 7 de abril de 2000 |
| ISBN13 | 9780631215844 |
| Editores | John Wiley and Sons Ltd |
| Páginas | 528 |
| Dimensiones | 178 × 253 × 28 mm · 907 g |
| Lengua | Inglés |