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
- Publication date1990
- ISBN 10 0860030857
- ISBN 13 9780860030850
- BindingHardcover
- Number of pages722
- Rating
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The Econometric Analysis of Time Series (LSE Handbooks in Economics)
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Philip Allan, Hemel Hempstead, Herts, UK
(1990)
ISBN 10: 0860030857
ISBN 13: 9780860030850
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Book Description Hardcover. Condition: Good. Hardcover with jacket in good condition. Second edition. Jacket is lightly scored and worn. Jacket spine and page block are lightly stained and sunned. Minor punctures on jacket and hardcover spines. Jacket and hardcover spine heads are bumped. Pages are clean and text is clear throughout. HCW. Used. Seller Inventory # 469513
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Econometric Analysis of Time Series
Published by
Philip Allan
(1990)
ISBN 10: 0860030857
ISBN 13: 9780860030850
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Hardcover
Quantity: 1
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Book Description Gebundene Ausgabe. Condition: Gut. Auflage: New ed of 2 Revised e. 400 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 336602
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Econometric Analysis of Time Series
Published by
Philip Allan
(1990)
ISBN 10: 0860030857
ISBN 13: 9780860030850
Used
Hardcover
Quantity: 1
Seller:
Rating
Book Description Gebundene Ausgabe. Condition: Gut. Auflage: New ed of 2 Revised e. 400 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Ohne Schutzumschlag Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 368608
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