Items related to The Econometric Analysis of Time Series
Synopsis
This new edition of A.C. Harvey's clearly written, upper-level text has been revised and several sections have been completely rewritten. There is new material on a number of topics, including unit roots, ARCH, and cointegration.
The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs. It explores the way in which recent advances in time series analysis have affected the development of a theory of dynamic econometrics, sets out an integrated approach to the problems of estimation and testing based on the method of maximum likelihood, and presents a coherent strategy for model selection.
A.C. Harvey is Professor of Econometrics at the London School of Economics.
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Review
"At a time when there seems to be a plethora of textbooks on econometrics it is a pleasure to read one which is oriented toward an important and interesting aspect of the subject and is well written... invaluable to students and teachers of advanced undergraduate and graduate econometric theory courses."
—The Economic Journal(review of the First Edition)
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date1981
- ISBN 10 0470271043
- ISBN 13 9780470271049
- BindingHardcover
- LanguageEnglish
- Number of pages384
- Rating
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The Econometric Analysis of Time Series
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Hardcover. Condition: Fair. No Jacket. 384 numbered pages; minor darkening to text; underlining and highlighting in text; 3 stamps to edges of closed pages; a few minor marks to same; light shelf wear to cover; no dustjacket; minor rub to cover; a few minor dings to cover; weighs 1 pound and 10 ounces; measures 9.3 by 6.3 by 1.15 inches; 091724; focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs. Seller Inventory # 21158
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The Econometric Analysis of Time Series
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