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