TY  - BOOK
AU  - Bierens,Herman J.
TI  - Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models 
SN  - 9780511599279 (ebook)
AV  - HB139 .B533 1994
U1  - 330/.01/5195 20
PY  - 1994///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Econometrics
N1  - Title from publisher's bibliographic system (viewed on 28 Feb 2017)
N2  - In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition
UR  - https://doi.org/10.1017/CBO9780511599279
ER  -