The econometric analysis of time series /

Bibliographic Details
Main Author: Harvey, Andrew C.
Format: Book
Language:English
Published: Cambridge, Mass. : The MIT Press, 1990
Edition:2nd ed.
Subjects:

MARC

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100 1 |a Harvey, Andrew C.  |9 4706 
245 1 4 |a The econometric analysis of time series /  |c A. C. Harvey. 
250 |a 2nd ed. 
260 |a Cambridge, Mass. :  |b The MIT Press,  |c 1990 
300 |a xiii, 387 p. 
504 |a Bibliografía: p. 371-379. 
505 0 |a 1. Introduction -- 2. Regression -- 3. The method of maximum likelihood -- 4. Numerical optimisation -- 5. Test procedures and model selection -- 6. Regression models with serially correlated disturbances -- 7. Dynamic models I -- 8. Dynamic models II stochastic difference equations -- 9. Simultaneous equation models -- Appendix on matrix algebra -- tables -- answers to selected exercises references. 
650 4 |a ANALISIS ECONOMETRICO  
650 4 |a ANALISIS DE SERIES TEMPORALES  |9 438 
650 4 |a MODELOS ECONOMETRICOS 
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