The econometric analysis of time series - Harvey, A. C. (Andrew C.) (Cambridge, Massachusetts : The MIT Press, 1990)
Introduction. -- Regression. -- The Method of maximum likelihood. -- Numerical optimisation. -- Test procedures and model selection. -- Regression models with serially correlated. -- Disturbance. -- Dynamics model I. -- Dinamic model II: Stochastic difference equations. -- Simultaneous equation models.
Fourth printing.
Incluye índice.
Bibliografía: páginas 371-379.
Descripción basada en la cuarta impresión, 1999.
Keywords: ECONOMETRIA; ANALISIS DE SERIES DE TIEMPO; ECONOMIA MATEMATICA