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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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The Econometric Analysis of Time Series
Published by
Philip Allan (edition ), 1982
ISBN 10: 0860031497
ISBN 13: 9780860031499
Used
Paperback
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Seller Inventory # 0860031497-11-1
Quantity: 1 available
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The Econometric Analysis of Time Series
Seller: Wonder Book, Frederick, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Good condition. A copy that has been read but remains intact. May contain markings such as bookplates, stamps, limited notes and highlighting, or a few light stains. Seller Inventory # P16Q-01053
Quantity: 1 available
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1985 PB The Econometric Analysis of Time Series by A. C. Harvey
Seller: Miki Store, San Jose, CA, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: Good. Pages are crisp and clean, no marking. Cover is verygood. Binding is tight/good. Seller Inventory # da-bs10
Quantity: 1 available