The econometric analysis of time series /

• Main Author: Harvey, Andrew C.
• Format: Book
• Language: English
• Published: Cambridge, Mass. : The MIT Press, 1990
• Edition: 2nd ed.
• Subjects: ANALISIS ECONOMETRICO; ANALISIS DE SERIES TEMPORALES; MODELOS ECONOMETRICOS

Table of Contents:

• 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.