عنوان

Econometric applications of maximum likelihood methods /

(Number (ISBN

0521253179

(Number (ISBN

0521378605

(Number (ISBN

9780521253178

(Number (ISBN

9780521378604

Erroneous ISBN

0521375875

Number

b796051

Title Proper

Econometric applications of maximum likelihood methods /

General Material Designation

[Book]

First Statement of Responsibility

J.S. Cramer.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Cambridge University Press,

Date of Publication, Distribution, etc.

1986.

Specific Material Designation and Extent of Item

xiii, 208 pages :

Other Physical Details

illustrations ;

Dimensions

24 cm

Text of Note

Includes indexes.

Text of Note

Includes bibliographical references (pages 194-201).

Text of Note

The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.

Terms of Availability

£25.00 : CIP entry (Apr.)

Econometrics.

Estimation theory.

Estimation theory.

Maximum principles (Mathematics)

Économétrie.

Estimation, Théorie de l'

calcul des variations.

Econometrics.

Econometrics.

Econometrie.

Économétrie.

estimation (statistique)

Estimation theory.

Estimation theory.

Estimation, Théorie de l'.

Grootste aannemelijkheid.

Maximum principles (Mathematics)

modèle économétrique.

Modèles économétriques.

Modellen.

Principes du maximum (mathématiques)

Number

330.115.1

Number

519.2

Number

Number

Edition

Edition

Class number

Book number

Class number

Class number

System Code

System Code

Cramer, J. S., (Jan Salomon),1928-

Date of Transaction

20201207085916.0

Electronic name

[Book]

Y