by Richard Harris (Author)
The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non--stationary time series.
Format: Illustrated
Pages: 316
Edition: 1
Publisher: John Wiley & Sons
Published: 19 May 2003
ISBN 10: 0470844434
ISBN 13: 9780470844434