by N/A
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.
Format: Paperback
Pages: 326
Edition: 2
Publisher: FT PrenticeHall
Published: 01 Mar 1993
ISBN 10: 0745012000
ISBN 13: 9780745012001