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London School of Economics Handbooks in Economics Ser.: Econometric Analysis of Time by Andrew C. Harvey (1990, Hardcover)
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There is new material on a number of topics, including unit roots, ARCH, and cointegration.
- Buy it nowThe Econometric Analysis of Time Series - 2nd Edition (London Sc
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About this product
Product Identifiers
PublisherMIT Press
ISBN-10026208189X
ISBN-139780262081894
eBay Product ID (ePID)16038270905
Product Key Features
Number of Pages402 Pages
Publication NameEconometric Analysis of Time
LanguageEnglish
Publication Year1990
SubjectEconomics / General, Probability & Statistics / Time Series, Econometrics
TypeTextbook
Subject AreaMathematics, Business & Economics
AuthorAndrew C. Harvey
SeriesLondon School of Economics Handbooks in Economics Ser.
FormatHardcover
Dimensions
Item Height0.9 in
Item Weight24.1 Oz
Item Length9 in
Item Width6.3 in
Additional Product Features
Edition Number2
Intended AudienceScholarly & Professional
LCCN89-012371
TitleLeadingThe
Reviews"At a time when there seems to be a plethora of textbooks on econometrics it is a pleasure to read one which is oriented toward an important and interesting aspect of the subject and is well written... invaluable to students and teachers of advanced undergraduate and graduate econometric theory courses." -The Economic Journal(review of the First Edition)
Dewey Edition20
IllustratedYes
Dewey Decimal519.5/5
SynopsisThe Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs., This new edition of A.C. Harvey's clearly written, upper-level text has been revised and several sections have been completely rewritten. There is new material on a number of topics, including unit roots, ARCH, and cointegration. The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs. It explores the way in which recent advances in time series analysis have affected the development of a theory of dynamic econometrics, sets out an integrated approach to the problems of estimation and testing based on the method of maximum likelihood, and presents a coherent strategy for model selection. A.C. Harvey is Professor of Econometrics at the London School of Economics.
LC Classification NumberHB139.H37 1989
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