Items related to Harvey: Time Series Models
Synopsis
A companion volume to "The Econometric Analysis of Time" series, this book focuses on the estimation, testing and specification of dynamic models which are not based on any behavioural theory. It covers univariate and multivariate time series and emphasizes autoregressive moving-average processes. The book has been updated for this edition. It aims to provide a wide-ranging survey of the whole subject and and is intended for advanced undergraduates and graduate students of econometrics. It can also be used by students in other disciplines such as geography and engineering where the use of time series analysis is important.
"synopsis" may belong to another edition of this title.
- PublisherJohn Wiley & Sons Inc
- Publication date1981
- ISBN 10 0470272597
- ISBN 13 9780470272596
- BindingPaperback
- LanguageEnglish
- Number of pages230
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Time Series Models
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Paperback. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.15. Seller Inventory # G0470272597I4N01
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Harvey: Time Series Models
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Time Series Models
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