The econometric analysis of time series /

This new edition of A.C. Harvey's clearly written, upper-level text has been revised and several sections have been completely rewritten. There is new material on a number of topics, including unit roots, ARCH, and cointegration. The Econometric Analysis of Time Series focuses on the statistic...

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Bibliographic Details
Main Author: Harvey, A. C. (Andrew C.)
Format: Book
Language:English
Published: London : Allan, 1990
Edition:2nd ed.
Subjects: