| Description |
xiii, 387 pages : illustrations ; 24 cm |
| Series |
LSE handbooks in economics |
|
LSE handbooks in economics.
|
| Contents |
Includes indexes |
| Summary |
This book focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs. It explores the way in which recent advances in time series analysis have affected the development of a theory of dynamic econometrics, sets out an integrated approach to the problems of estimation and testing based on the method of maximum likelihood, and presents a coherent strategy of model selection |
| Notes |
Includes indexes |
| Bibliography |
Bibliography: pages 371-379 |
| Subject |
Econometrics.
|
|
Time-series analysis.
|
| LC no. |
89012371 |
| ISBN |
026208189X |
|
