engleski

Econometric Modelling with Time Series: Specification, Estimation and Testing, Vance Martin, Stan Hurn and David Harris

Econometric modeling with time series: Specification, Estimation, and Testing is a graduate textbook covering a broad range of topics in time series econometrics. The book bridges the gap between the purely theoretical view of time series analysis and applied approach. With a focus on maximum likelihood, this book provides a general framework for specifying, estimating and testing time series econometric models. This book represents a comprehensive discussion on the topic of econometric modeling, one that reader can always revisit to find inspiration for future research.

econometrics; time series; maximum likelihood

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