Econometric model building - general to specific
Econometric modelling with time series : specification, estimation and testing
Cambridge Books Online. Ebook Library. Access restricted to Unisa staff and students. Please choose whether or not you want other users to be able to see on your profile that this library is a favorite of yours. Finding libraries that hold this item The statistical theory is clearly presented and the many examples make the techniques readily accessible and illustrate their practical importance.
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Vance Martin is Professor of Econometrics at the University of Melbourne, Australia, a position he has held since , Written for graduate students, Econometric Modelling with Time Series provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasimaximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation.