Time series models

Description:

A companion volume to "The Econometric Analysis of Time" series, this book focuses on the estimation, testing and specification of dynamic models which are not based on any behavioural theory. It covers univariate and multivariate time series and emphasizes autoregressive moving-average processes.

subjects: Mathematical models,  Time-series analysis,  Série chronologique,  Modèles mathématiques,  Zeitreihenanalyse,  Econometrie,  Tijdreeksen,  Séries chronologiques,  Série temporelle,  Statistique,  Économétrie,  Econometrics,  MATHEMATICS,  Probability & Statistics,  Time Series