Book Details
Format
eBook
Language
English
Published
May 13, 2014
Publisher
MIT Press (MA)
ISBN-10
0585133972
ISBN-13
9780585133973
Description
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.