Time series models

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 pr...

Full description

Saved in:
Bibliographic Details
Main Author: Harvey, A. C. (Andrew C.)
Format: Book
Language:English
Published: New York ; London Harvester Wheatsheaf 1993.
Edition:2nd ed.
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!

MARC

LEADER 00000nam a2200000 a 4500
001 99616
003 MY-KLNDU
005 20241220023322.0
008 150429e1993 xxua abi 001 0 eng d
020 |a 0745012000 (pbk.) 
020 |a 9780745012001 (pbk.) 
039 9 |a 201510291136  |b ros  |y 201504291536  |z johari 
040 |a UPNM 
090 |a HA30.3  |b .H37 1993 
100 1 |a Harvey, A. C.  |q (Andrew C.) 
245 1 0 |a Time series models  |c Andrew C. Harvey. 
250 |a 2nd ed. 
260 |a New York ;  |a London  |b Harvester Wheatsheaf  |c 1993. 
300 |a xviii, 308 p.  |b ill.  |c 24 cm. 
504 |a Includes bibliographical references (p. 295-302) and indexes. 
520 |a 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. 
592 |b 19/05/2000  |c Sumbangan 
650 0 |a Time-series analysis  |x Mathematical models. 
999 |a vtls000053846  |c 99616  |d 99616