Items related to The econometric analysis of time series
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.
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)
"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)
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- PublisherPhilip Allan Publishers Ltd
- ISBN 10 0860030253
- ISBN 13 9780860030256
- BindingHardcover
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The Econometric Analysis of Time Series
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Philip Allan
(1981)
ISBN 10: 0860030253
ISBN 13: 9780860030256
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The econometric analysis of time series
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Book Description Ehemaliges Bibliotheksexemplar mit Stempel innen und Bibliothekssignatur auf Einband in gutem Zustand. Ex-library with stamp and catalogue number on spine. GOOD condition, some traces of use. Sr 421 0860030253 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2080316
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Econometric Analysis of Time Series
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The econometric analysis of time series
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Book Description Condition: Very Good. Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting. Seller Inventory # 0860030253-2-3
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The econometric analysis of time series
Published by
Philip Allan Publishers Ltd
ISBN 10: 0860030253
ISBN 13: 9780860030256
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Book Description Condition: Good. Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Seller Inventory # 0860030253-2-4
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Econometric Analysis of Time Series
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(1980)
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ISBN 13: 9780860030256
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Book Description Gebundene Ausgabe. Condition: Gut. 400 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 337795
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Book Description Gebundene Ausgabe. Condition: Gut. 400 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Altersfreigabe FSK ab 0 Jahre Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 366732
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Book Description Gebundene Ausgabe. Condition: Gut. 400 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 368609
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Econometric Analysis of Time Series
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ISBN 13: 9780860030256
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Book Description Gebundene Ausgabe. Condition: Gut. 400 S. Gebrauchs- und Lagerspuren. Innen: Seiten vergilbt. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. Fehlt: Schutzumschlag. 42456434/203 Altersfreigabe FSK ab 0 Jahre. Seller Inventory # 42456434203
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