This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780745011998.

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Bibliographic Details

Title

Time Series Models

Publisher

Harvester-Wheatsheaf

Publication Date

1993

Language

English

ISBN 10

0745011993

ISBN 13

9780745011998

Binding

Hardcover

Condition

Poor

Weight

650 grams

Seller catalogs

Economics

About this title

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.

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