The econometric analysis of time series

By: Harvey, AndrewMaterial type: TextTextOriginal language: Spanish Publisher: Cambridge  ; The MIT Press ; 1990Edition: 2a edDescription: 387 p; tblsISBN: 0-262-08189-XSubject(s): Regresión | Econometría | Modelo dinámico | Modelos de regresión | Series de tiempoLOC classification: HB/139/H37/1990
Contents:
Contiene: 1. Introduction.- 2. Regression.- 3. The method of Maximun Likelihood.- 4. Numerical optimisation.- 5. Test procedures and model selection.- 6. Test procedures and model selection.- 7. Regression models with serially correlated disturbances.- 8. Dynamic models I.- 9. Dynamic models II: stochastic difference equations.- 10. Simultaneous equationn models.
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)

Contiene: 1. Introduction.- 2. Regression.- 3. The method of Maximun Likelihood.- 4. Numerical optimisation.- 5. Test procedures and model selection.- 6. Test procedures and model selection.- 7. Regression models with serially correlated disturbances.- 8. Dynamic models I.- 9. Dynamic models II: stochastic difference equations.- 10. Simultaneous equationn models.

There are no comments on this title.

to post a comment.