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. The book has been updated for this edition. It aims to provide a wide-ranging survey of the whole subject and and is intended for advanced undergraduates and graduate students of econometrics. It can also be used by students in other disciplines such as geography and engineering where the use of time series analysis is important.
- ISBN10 0745012000
- ISBN13 9780745012001
- Publish Date 1 March 1993 (first published April 1992)
- Publish Status Out of Print
- Out of Print 15 March 2021
- Publish Country GB
- Imprint Financial Times Prentice Hall
- Edition 2nd edition
- Format Paperback
- Pages 328
- Language English