Time Series Models
| Author | : Andrew C. Harvey |
| Publisher | : Financial Times/Prentice Hall |
| Total Pages | : 308 |
| Release | : 1993 |
| ISBN-10 | : 0745012000 |
| ISBN-13 | : 9780745012001 |
| Rating | : 4/5 (00 Downloads) |
Book Synopsis Time Series Models by : Andrew C. Harvey
Download or read book Time Series Models written by Andrew C. Harvey and published by Financial Times/Prentice Hall. This book was released on 1993 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 emphasizes autoregressive moving-average processes.
