株式会社極東書店トップ＞商品一覧＞ Asymptotic Theory for Integrated Processes.

商品詳細

Name: Asymptotic Theory for Integrated Processes.
Author: Boswijk, H. Peter
ISBN: 978-0-19-877557-7

Asymptotic Theory for Integrated Processes. 和分過程の漸近理論

・ISBN 978-0-19-877557-7 hard

企画中止

お気に入り ★★★

・ISBN 978-0-19-877556-0 paper

企画中止

お気に入り ★★★

著者・編者	Boswijk, H. Peter,
シリーズ	Advanced Texts in Econometrics
出版社	(Oxford U. Pr., UK)
出版年月	2003
ページ数	256 pp.
言語	ENG
ニュース番号	＜439-135＞

解説

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.