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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...

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Bibliographic Details
Main Author:	Harvey, A. C. (Andrew C.)
Format:	Book
Language:	English
Published:	New York ; London Harvester Wheatsheaf 1993.
Edition:	2nd ed.
Subjects:	Time-series analysis > Mathematical models.
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