Time series models

Time series models

by Harvey, A. C., (Andrew C.)

Type Book
Rate 0.0 /5

This book is a companion volume to Andrew Harvey's highly successful Econometric Analysis of Time Series. It takes students to another level from the first book, focusing on the estimation, testing, and specification of both univariate and multivariate time series models. The emphasis is on understanding how time series are analysed and models constructed. Familiarity with calculus, linear algebra, and statistical inference is assumed.

Read More ↓
Details
Files
Reviews
Download

Title Statements

  • Full title :Time series models / Andrew C. Harvey.

Summary

This book is a companion volume to Andrew Harvey's highly successful Econometric Analysis of Time Series. It takes students to another level from the first book, focusing on the estimation, testing, and specification of both univariate and multivariate time series models. The emphasis is on understanding how time series are analysed and models constructed. Familiarity with calculus, linear algebra, and statistical inference is assumed.

Read More ↓

Edition Statements

  • Publication Date:1994, ©1993.
  • Edition:2nd ed

Publication Statements

  • Publisher(s):MIT Press
  • Place of Publication:Cambridge, Mass
  • Language:eng
  • Publication Date:1994, ©1993.

The Physical Object

  • Description:xviii, 308 pages : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:0262082241, 9780262082242
  • oclc:ocn613576199
  • LC Classification:QA280

Subjects

Análisis de series de tiempo Economia matemàtica

Writers

Harvey, A. C., (Andrew C.)

Rate & Review

0.0/5
(0 people Voted)

No reviews yet. Be the first to rate this work.

Files & Downloads

No downloadable files are registered for this work yet.

Log in to request a copy