Time Series Models
Edición de la obra Time series models
| Autor | A. C. Harvey |
|---|---|
| Editorial | MIT Press |
| Fecha de publicación | 1993 |
| Idioma | inglés |
| ISBN-13 | 9780585133973 |
| Número de Cutter | H341t |
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.