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Econometric Analysis of Time

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ISBN-10: 026208189X

ISBN-13: 9780262081894

Edition: 2nd

Authors: Andrew C. Harvey

List price: $75.00
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Description:

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…    
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Book details

List price: $75.00
Edition: 2nd
Publisher: MIT Press
Publication date: 3/14/1990
Binding: Hardcover
Pages: 402
Size: 6.50" wide x 9.50" long x 1.00" tall
Weight: 1.694
Language: English