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Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

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Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models - Bierens, Herman J
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A rigorous treatment of a number of timely topics in advanced econometrics.

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Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models 1996, Cambridge University Press, Cambridge

ISBN-13: 9780521565110

Revised edition

Trade paperback