Econometric analysis of time series, the
Auteur :
Harvey, Andrew
Éditeur :
Pearson Education Limited
ISBN :
9780860031925
Date de publication :
8 janv. 1990
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playing a key role in both estimation and testing. Exercises are included and the book is suitable as a general text for final-year undergraduate and postgraduate students.