Time Series Models
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| Google books | books.google.com |
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| Originally published | 1981 |
| Authors | Andrew C. Harvey |
| Date of Reg. | |
| Date of Upd. | |
| ID | 3082587 |
About Time Series Models
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.