Time series modelsA. C. Harvey
Time series models
A. C. Harvey · 1993
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About the book
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.
Book details
- Year
- 1993
- Language
- English
- Publisher
- MIT Press
- Editions
- 1
- ISBN
- 9780585133973
Data source: Wikidata
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