Asymptotic Theory for Integrated Processes 2024 pdf epub mobi 电子书

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发表于2024-11-01

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出版者:Oxford Univ Pr

作者:Boswijk, H. Peter

出品人:

页数:256

译者:

出版时间:2012-2

价格:$ 107.35

装帧:HRD

isbn号码:9780198775577

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Asymptotic Theory for Integrated Processes 2024 pdf epub mobi 电子书图书描述

This is an introduction to, and overview of, the asymptotic analysis of economic inference techniques for models which contain integrated processes. It concentrates on explaining the probability foundations of such analysis. It starts with the required probability theory and continues to analyze properties of least squares-based methods in regressions with integrated processes and concludes with an asymptotic analysis of likelihood functions. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Asymptotic Theory for Integrated Processes 2024 pdf epub mobi 电子书

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