Time series models
By: Andrew C. Harvey.
Edition: 2nded.
Publisher: Harvester Wheatsheaf
Published: 1993
Place of publication: New York; London
Language: eng
Number of pages: 308
Description: 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.
Notes: Previous edition: 1981.