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EC771: Econometrics Spring 2011 Fractionally integrated timeseries and ARFIMA modelling This presentation of ARFIMA modelling draws heavily from Baum and Wiggins 2000 The…

ECONOMETRICS I ECONOMETRICS I CHAPTER 8 MULTIPLE REGRESSION ANALYSIS: THE PROBLEM OF INFERENCE Textbook: Damodar N. Gujarati (2004) Basic Econometrics, 4th edition, The…

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EC771: Econometrics, Spring 2009 Greene, Econometric Analysis 6th ed, 2008 Chapter 17: Maximum Likelihood Estimation The preferred estimator in a wide variety of econometric…