Asymptotic Theory for Integrated Processes 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Boswijk, H. Peter 作者

Oxford University Press, USA

译者

2012-2 出版日期

256 页数

$ 56.44 价格

Pap

丛书系列

9780198775560 图书编码

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发表于2024-07-08

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Asymptotic Theory for Integrated Processes 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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.

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