Time Series Models: 2nd Edition
Andrew C. Harvey
ISBN 10: 0262082241 ISBN 13: 9780262082242
Published by Mit Pr, 1993
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About this Item
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Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0262082241I3N10
Synopsis:
Time Series Models 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 analyzed and models constructed. Familiarity with calculus, linear algebra, and statistical interference is assumed.
Although Time Series Models pairs well with Harvey's earlier text, it is self-contained. For the second edition, the author has added new sections on nonlinear models, unit roots, structural time series models, intervention analysis, and cointegration. He has addressed new developments, rearranged some material, and changed the emphasis in certain areas.
Andrew C. Harvey is Professor of Econometrics in the Department of Statistics and Mathematical Sciences at the London School of Economics and Political Science.
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Time Series Models: 2nd Edition
Publisher: Mit Pr
Publication Date: 1993
Binding: Hardcover
Condition: Good
Dust Jacket Condition: No Jacket
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Time Series Models: 2nd Edition
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Cambridge: The MIT Press, 1993
ISBN 10: 0262082241
ISBN 13: 9780262082242
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