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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.
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Editions
6 editions- Other · English · 1993MIT Press · 308 pages · 9780262082242
- Other · English · 1993MIT Press · 9780585133973
- Other · English · 1993Harvester Wheatsheaf · 308 pages · 9780745011998
- Other · English · 1992Harvester Wheatsheaf · 9780745012001
- Other · English · 1981Wiley · 229 pages · 9780470272596
- Other · English · 1981Philip Allan Publishers Limited · 229 pages · 9780860030324
Mathematical modelsTime-series analysisSérie chronologiqueModèles mathématiquesZeitreihenanalyseEconometrieTijdreeksenSéries chronologiques