Search Results for: Econometric Modelling With Time Series

This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum

The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas a

"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood p

Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playi

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series,