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Econometric applications of maximum likelihood methods

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Published by Cambridge University Press in Cambridge [Cambridgeshire], New York .
Written in English

Subjects:

  • Econometrics.,
  • Estimation theory.

Book details:

Edition Notes

StatementJ.S. Cramer.
Classifications
LC ClassificationsHB139 .C72 1986
The Physical Object
Paginationxiii, 208 p. :
Number of Pages208
ID Numbers
Open LibraryOL2535832M
ISBN 100521253179
LC Control Number85016636

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  Econometric applications of maximum likelihood methods Item Preview remove-circle Econometric applications of maximum likelihood methods by Cramer, J. S. (Jan Salomon), Publication date Borrow this book to access EPUB and PDF files. IN : ECONOMETRICS: METHODS and APPLICATIONS. we compare the maximum likelihood estimator of the process change point (that is, when the process changed) to built-in change point estimators from. I bought this slim book becuase I intend to start applying maximum likelihood to my own work and so needed a half-decent intro. While you'll need some understanding of calculus and linear algebra it isn't too involved and explains the concepts well with lots of by: Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current a 'learning by doing' .

Econometric Methods with Applications in Business and Economics Christiaan Heij Paul de Boer Philip Hans Franses Teun Kloek Herman K. van Dijk 1 Heij / Econometric Methods with Applications in Business and Economics Final Proof pm page iii. Econometric Applications of Maximum Likelihood Methods. [Jan Salomon Cramer] However, formatting rules can vary widely between applications and fields of interest or study. The specific requirements or preferences of your reviewing publisher, classroom teacher, institution or organization should be applied. http:\/\/ Buy Econometric Applications of Maximum Likelihood Methods by J S Cramer online at Alibris. We have new and used copies available, in 2 editions - starting at $ Shop now. 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.

  Summary. The standard procedure of maximum likelihood estimation is stated. This procedure is applied to derive maximum likelihood estimators in some seismological problems, namely amplitude and phase corrections, group and phase velocities of surface waves and derivatives of traveltime curves dt/ formulas for confidence regions for these Cited by: 3. Econometric Applications of Maximum Likelihood Methods | Jan Salomon Cramer | download | B–OK. Download books for free. Find books. 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. ECONOMETRIC METHODS Roselyne Joyeux and George Milunovich Department of Economics, Macquarie University, Australia Keywords: Least Squares, Maximum Likelihood, Generalized Method of Moments, time series, panel, limited dependent variables Contents 1. Introduction 2. Least Squares Estimation 3. Maximum Likelihood Estimation