Time Series Models

by Andrew C. Harvey

Book Overview

companion volume to Andrew Harvey's highly successful Econometric Analysis of Time Series, focusing on the estimation, testing, and specification of both univariate and multivariate time series models. 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...

• Format: Hardcover
• Language: English
• ISBN: 0262082241
• ISBN13: 9780262082242
• Release Date: April 1993
• Publisher: MIT Press
• Length: 326 Pages
• Weight: 1.38 lbs.
• Dimensions: 0.9" x 6.4" x 9.5"
• Age Range: 18 years and up
• Grade Range: Postsecondary and higher