The econometric analysis of time series /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Massachusetts :
The MIT Press,
1990, 1999 printing.
|
| Edition: | Second edition. First MIT Press edition. |
| Subjects: |
Table of Contents:
- 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.