Herman J. Bierens – författare
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5 produkter
Introduction to the Mathematical and Statistical Foundations of Econometrics
Av Herman J. Bierens, Peter C. B. Phillips m. fl.
Häftad, 2004
754 kr
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This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression …
Topics in Advanced Econometrics
Estimation, Testing, and Specification of Cross-Section and Time Series Models
Häftad, 1996
721 kr
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In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an …
Introduction to the Mathematical and Statistical Foundations of Econometrics
Inbunden, 2004
1475 kr
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This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression …
Nonlinear Models
Av Herman J. Bierens, A. R. Gallant
Inbunden, 1997
8545 kr
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The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well …
ECONOMETRIC MODEL SPECIFICATION: CONSISTENT MODEL SPECIFICATION TESTS AND SEMI-NONPARAMETRIC MODELING AND INFERENCE
Inbunden, 2017
3289 kr
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Econometric Model Specification reviews and extends the author's papers on consistent model specification testing and semi-nonparametric modeling and inference. This book consists of two parts. The first part discusses consistent tests of functional form of regression and conditional distribution …
