Econometric Theory

Auteur: Davidson, James
Editeur: John Wiley and Sons Ltd
* 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. .

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* 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. .
ISBN / EAN 9780631215844
Auteur Davidson, James
Editeur John Wiley and Sons Ltd