TY  - BOOK
AU  - Harvey, Andrew
TI  - The econometric analysis of time series
SN  - 0-262-08189-X
AV  - HB/139/H37/1990 
CY  - Cambridge 
KW  - Regresión
KW  - Econometría
KW  - Modelo dinámico
KW  - Modelos de regresión
KW  - Series de tiempo
N1  - 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
ER  -