The econometric analysis of time series /
| Autor principal: | |
|---|---|
| Formato: | Libro |
| Lenguaje: | English |
| Publicado: |
Cambridge, Massachusetts :
The MIT Press,
1990, 1999 printing.
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| Edición: | Second edition. First MIT Press edition. |
| Materias: |
Tabla de Contenidos:
- 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.