Time series models

著者

• Harvey, A. C. (Andrew C.)

書誌事項

Time series models

Andrew C. Harvey

MIT Press, 1993

2nd ed

注記

Includes bibliographical references (p. 295-302) and index

内容説明・目次

内容説明

companion volume to Andrew Harvey's highly successful Econometric Analysis of Time Series, focusing on the estimation, testing, and specification of both univariate and multivariate time series models. 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.Although Time Series Models pairs well with Harvey's earlier text, it is self-contained. For the second edition, the author has added new sections on nonlinear models, unit roots, structural time series models, intervention analysis, and cointegration. He has addressed new developments, rearranged some material, and changed the emphasis in certain areas.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA23317699
• ISBN:
  • 0262082241
• LCCN: 93077076
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge, Mass.
• ページ数/冊数: 18, 308 p.
• 大きさ: 25 cm
• 分類:
  • LCC : HA30.3
  • DC20 : 519.5/5
• 件名:
  • LCSH : Time-series analysis -- Mathematical models