Econometric Theory - Davidson, James (University of Cardiff, UK) - Books - John Wiley and Sons Ltd - 9780631215844 - April 7, 2000
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Davidson, James (University of Cardiff, UK)
Econometric Theory

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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. .

528 pages, 12

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 7, 2000
ISBN13 9780631215844
Publishers John Wiley and Sons Ltd
Pages 528
Dimensions 178 × 253 × 28 mm   ·   907 g
Language English  

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