책 세부 정보
형식
전자책
언어
영어
출판됨
May 13, 2014
출판사
MIT Press (MA)
ISBN-10
0585133972
ISBN-13
9780585133973
설명
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.