Time Series Models

Harvey, A.C.

ISBN 10: 0860030326 / ISBN 13: 9780860030324

Published by Phillip Allan, Oxford, 1988

About this Item

Full-bound black cloth, 229pp. Signed (Andrew Harvey) on title page by author. Former owner name on endpaper. Some notes within in the same ink as author signature. A few pages w yellow underlining.

Seller Inventory # 20055

Bibliographic Details

• Title: Time Series Models
• Publisher: Phillip Allan, Oxford
• Publication Date: 1988
• Language: English
• ISBN 10: 0860030326
• ISBN 13: 9780860030324
• Binding: Hardcover
• Edition: Later Printing
• Condition: Very Good
• Dust Jacket Condition: No Jacket
• Signed: Signed by Author(s)
• Seller catalogs:
  • Catalog: Autographed Books

About this title

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.