1734984
9780521419000
This book provides a rigorous treatment of a number of timely topics in advanced econometrics, together with the necessary introductory material on each subject. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.Herman J. Bierens is the author of 'Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models', published 1994 under ISBN 9780521419000 and ISBN 052141900X.
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