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Bibliografische Details

Titel: Time Series Models
Verlag: Pearson
Erscheinungsjahr: 1993
Sprache: Englisch
ISBN-10: 0745012000
ISBN-13: 9780745012001
Einband: Softcover
Auflage: 2. Auflage
Zustand: Good

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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.

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