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Econometric analysis of time series

By: Material type: TextTextPublication details: Oxford; Philip Allan; 1985Description: 384 pISBN:
  • 860031497
Subject(s): DDC classification:
  • 330.015195 HAR
Summary: 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'.
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Item type Current library Call number Status Date due Barcode Item holds
Donated Books Donated Books Gandhi Smriti Library 330.015195 HAR (Browse shelf(Opens below)) Available DD2754
Total holds: 0

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'.

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