Econometric analysis of time series
Harvey, A C
Econometric analysis of time series - Oxford Philip Allan 1985 - 384 p.
This established text offers a unified treatment of econometric theory, with the method of maximum likelihood playing a key role in both estimation and testing. Although the stress is on methods appropriate for time series data, similar principles apply in dealing with cross-sectional observations and the book is suitable as a general econometrics text for final year under graduate and postgraduate students. Familiarity with calculus, linear algebra and statistical theory is assumed, and exercises are included.
'At a time when there seems to be a plethora of textbooks on econometric theory it is a pleasure to read one which is orientated towards an important and interesting aspect of the subject and is well written. Andrew Harvey is to be congratulated on providing a book which should prove to be invaluable to students and teachers of advanced undergraduate and graduate econometric theory courses'.
860031497
Econometrics
330.015195 HAR
Econometric analysis of time series - Oxford Philip Allan 1985 - 384 p.
This established text offers a unified treatment of econometric theory, with the method of maximum likelihood playing a key role in both estimation and testing. Although the stress is on methods appropriate for time series data, similar principles apply in dealing with cross-sectional observations and the book is suitable as a general econometrics text for final year under graduate and postgraduate students. Familiarity with calculus, linear algebra and statistical theory is assumed, and exercises are included.
'At a time when there seems to be a plethora of textbooks on econometric theory it is a pleasure to read one which is orientated towards an important and interesting aspect of the subject and is well written. Andrew Harvey is to be congratulated on providing a book which should prove to be invaluable to students and teachers of advanced undergraduate and graduate econometric theory courses'.
860031497
Econometrics
330.015195 HAR