Time Series Models is a companion volume to Andrew Harvey's highly successful Econometric Analysis of Time Series. It takes students to another level from the first book, focusing on the estimation, testing, and specification of both univariate and multivariate time series models. The emphasis is on understanding how time series are analyzed and models constructed. Familiarity with calculus, linear algebra, and statistical interference is assumed.
- ISBN10 0585133972
- ISBN13 9780585133973
- Publish Date December 1993
- Publish Status Active
- Publish Country GB
- Imprint MIT Press Ltd
- Edition 2nd Revised edition
- Format eBook
- Language English