The Econometric Analysis of Time Series

The Econometric Analysis of Time Series - LSE Handbooks in Economics

1st MIT Press Edition, 2nd Edition

Book (31 Dec 1990)

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Publisher's Synopsis

A textbook for graduates and upper level undergraduates. The second edition (first, 1981) contains new material on unit roots, ARCH, and cointegration. Emphasizes the statistical aspects of model building, and the main principles rather than rigorous proofs. Annotation copyright Book News, Inc. Portland, Or.

Book information

ISBN: 9780262081894
Publisher: MIT Press
Imprint: MIT Press
Pub date:
Edition: 1st MIT Press Edition, 2nd Edition
DEWEY: 519.55
DEWEY edition: 20
Language: English
Number of pages: 387
Weight: 681g
Height: 229mm
Width: 160mm
Spine width: 22mm