Harvey, Andrew

The econometric analysis of time series - 2a ed. - Cambridge  The MIT Press 1990 - 387 p. tbls.

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.

0-262-08189-X


Regresión

Econometría Modelo dinámico Modelos de regresión Series de tiempo

HB/139/H37/1990