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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.
- PublisherPhilip Allan Publishers Ltd
- ISBN 10 0860030253
- ISBN 13 9780860030256
- BindingHardcover
- LanguageEnglish
- Rating
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The econometric analysis of time series
Published by
Philip Allan Publishers Ltd, 1981
ISBN 10: 0860030253
ISBN 13: 9780860030256
Used
Hardcover
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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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Econometric Analysis of Time Series
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Econometric Analysis of Time Series
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Econometric Analysis of Time Series
Seller: NEPO UG, Rüsselsheim am Main, Germany
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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
Published by
Philip Allan Publishers Ltd, 1980
ISBN 10: 0860030253
ISBN 13: 9780860030256
Used
Hardcover
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Seller rating 5 out of 5 stars
Condition: Gut. Zustand: Gut - Gebrauchs- und Lagerspuren. Innen: Seiten vergilbt. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. Fehlt: Schutzumschlag. | Seiten: 400 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 42456434/203
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The econometric analysis of time series
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