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Econometric Theory

ISBN: 978-0-631-21584-4
Paperback
528 pages
April 2000, Wiley-Blackwell
List Price: US $88.95
Government Price: US $52.44
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Econometric Theory (0631215840) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

  • 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.
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