Econometric analysis of time series
Material type:
- 860031497
- 330.015195 HAR
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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Gandhi Smriti Library | 330.015195 HAR (Browse shelf(Opens below)) | Available | DD2754 |
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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