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Time Series Models: 2nd Edition - Hardcover, by Harvey Andrew C. - Good
- Item No : 357245488816
- Condition : Good
- Brand : No brand Info
- Seller : oncemorebookstorenc
- Current Bid : US $10.00
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* Item Description
- Time Series Models is a companion volume to Andrew Harvey's highly successful Econometric Analysis of Time Series. It takes students to another level from the first book, focusing on the estimation, testing, and specification of both univariate and multivariate time series models. The emphasis is on understanding how time series are analyzed and models constructed. Familiarity with calculus, linear algebra, and statistical interference is assumed.
Although Time Series Models pairs well with Harvey's earlier text, it is self-contained. For the second edition, the author has added new sections on nonlinear models, unit roots, structural time series models, intervention analysis, and cointegration. He has addressed new developments, rearranged some material, and changed the emphasis in certain areas.Andrew C. Harvey is Professor of Econometrics in the Department of Statistics and Mathematical Sciences at the London School of Economics and Political Science.The Friends of the Library Southport & Oak Island (FOLSOI) is a southeastern North Carolina based non-profit organization that provides financial and operational support to the Southport and Oak Island libraries, enabling them to remain current, accessible, and appealing.
FOLSOI raises money for upgrades to book collections, equipment, and facilities, and its volunteers sponsor educational and cultural programs to engage library patrons of all ages.
FOLSOI’s vision and dedication enable our libraries to thrive and remain a vibrant asset to our community.
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