Time Series Models by Andrew C. Harvey

Time Series Models

Andrew C. Harvey

308 pages first pub 1993 (editions)

informative medium-paced
Powered by AI (Beta)
Loading...

Description

A companion volume to "The Econometric Analysis of Time" series, this book focuses on the estimation, testing and specification of dynamic models which are not based on any behavioural theory. It covers univariate and multivariate time series and ...

Read more

Community Reviews

Loading...

Content Warnings

Loading...