تفاصيل الكتاب
تنسيق
كتاب إلكتروني
لغة
الإنجليزية
منشور
May 13, 2014
الناشر
MIT Press (MA)
رقم ISBN-10
0585133972
رقم ISBN-13
9780585133973
الوصف
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.