The Econometric Analysis of Time Series - 2nd Edition (London School of Economics Handbooks in Economics) (Lse Handbooks in Economics)

Andrew C. Harvey

ISBN 10: 026208189X / ISBN 13: 9780262081894

Editore: Mit Pr, 1990

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Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.6.

Codice articolo G026208189XI3N01

Dati bibliografici

• Titolo: The Econometric Analysis of Time Series - 2nd Edition (London School of Economics Handbooks in Economics) (Lse Handbooks in Economics)
• Editore: Mit Pr
• Data di pubblicazione: 1990
• Lingua: Inglese
• ISBN 10: 026208189X
• ISBN 13: 9780262081894
• Rilegatura: Hardcover
• Edizione: seconda edizione
• Condizione: Good
• Condizione della sovraccoperta: No Jacket

Descrizione articolo

Riassunto

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.