Produkt mají v nabídce:
Econometric Modelling with Time Series - Martin, Vance (University of Melbourne) a Hurn, Stan (Queensland University of Technology) a Harris, David (Monash University, Victoria)
This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.
