The Econometric Analysis of Time Series

5 avg rating
( 1 ratings by Goodreads )
 
9780860031925: 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.

"synopsis" may belong to another edition of this title.

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.

Top Search Results from the AbeBooks Marketplace

1.

Harvey
Published by Pearson Education Limited, United Kingdom (1990)
ISBN 10: 0860031926 ISBN 13: 9780860031925
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Pearson Education Limited, United Kingdom, 1990. Paperback. Book Condition: New. 2nd edition. Language: N/A. Brand New Book ***** Print on Demand *****.Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playing a key role in both estimation and testing. Exercises are included and the book is suitable as a general text for final-year undergraduate and postgraduate students. Bookseller Inventory # AAV9780860031925

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.11
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Harvey
Published by Pearson Education (1990)
ISBN 10: 0860031926 ISBN 13: 9780860031925
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Pearson Education, 1990. PAP. Book Condition: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # LQ-9780860031925

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 58.93
Convert Currency

Add to Basket

Shipping: US$ 12.15
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Harvey
Published by Pearson Education Limited, United Kingdom (1990)
ISBN 10: 0860031926 ISBN 13: 9780860031925
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Pearson Education Limited, United Kingdom, 1990. Paperback. Book Condition: New. 2nd edition. Language: N/A. Brand New Book ***** Print on Demand *****. Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playing a key role in both estimation and testing. Exercises are included and the book is suitable as a general text for final-year undergraduate and postgraduate students. Bookseller Inventory # AAV9780860031925

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 71.20
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Harvey, A. C. (London School of Economic
Published by Philip Allan (2016)
ISBN 10: 0860031926 ISBN 13: 9780860031925
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Philip Allan, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9780860031925_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 67.17
Convert Currency

Add to Basket

Shipping: US$ 5.22
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

A. C. (London School of Economic Harvey
Published by Philip Allan (1990)
ISBN 10: 0860031926 ISBN 13: 9780860031925
New Softcover Quantity Available: 1
Print on Demand
Seller:
Rating
[?]

Book Description Philip Allan, 1990. Book Condition: New. This item is printed on demand for shipment within 3 working days. Bookseller Inventory # GM9780860031925

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 148.78
Convert Currency

Add to Basket

Shipping: US$ 3.55
From Germany to U.S.A.
Destination, Rates & Speeds