TY - BOOK ID - 997394 TI - Econometrics PY - 2000 SN - 0691010188 9780691010182 PB - Princeton (N.J.): Princeton university press, DB - UniCat KW - Quantitative methods (economics) KW - Econometrics. KW - Econométrie KW - Econometrics KW - 330.115 KW - AA / International- internationaal KW - 303.0 KW - 305.970 KW - 303.6 KW - 303.2 KW - 303.5 KW - 305.974 KW - 330.015195 KW - #SBIB:303H66 KW - Economics, Mathematical KW - Statistics KW - Econometrie KW - Kwantitatieve methoden (economie) KW - Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). KW - Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. KW - Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. KW - Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. KW - Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). KW - Time varying coefficients. Kalman Filter. KW - 330.115 Econometrie KW - Econométrie KW - Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) KW - Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM KW - Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) KW - Raming : theorie (wiskundige statistiek). Bayesian analysis and inference KW - Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots KW - Time varying coefficients. Kalman Filter KW - Économétrie KW - Économétrie UR - https://www.unicat.be/uniCat?func=search&query=sysid:997394 AB - "Hayashi's Econometrics introduces first-year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results." ER -