MARC details
| 000 -LEADER |
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| fixed length control field |
03034cam a2200337 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
17143091 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
KE-NaKCAU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20140609161049.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
120131s2013 enka b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2012004347 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780521139816 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
KE-NaKCAU |
| Description conventions |
rda |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB141 |
| Item number |
.M3555 2013 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Martin, Vance. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Econometric modelling with time series : |
| Remainder of title |
specification, estimation and testing / |
| Statement of responsibility, etc |
Vance Martin. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Cambridge : |
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxxv, 887 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Themes in modern econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages 865-876) and indexes. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This book provides a general framework for specifying, estimating, and testing time series econometric models"-- |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 9 (RLIN) |
656 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Statistics. |
| Source of heading or term |
bisacsh |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hurn, Stan. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Harris, David. |
| Dates associated with a name |
1969- |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |