Time Series - The International Library of Critical Writings in Econometrics Series v. 5 (Hardback)
  • Time Series - The International Library of Critical Writings in Econometrics Series v. 5 (Hardback)

Time Series - The International Library of Critical Writings in Econometrics Series v. 5 (Hardback)

,
£276.00
Hardback Published: 17/11/1994
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket

Check Marketplace availability

The last 20 years have witnessed a considerable increase in the use of time series techniques in econometrics. The articles in this important set have been chosen to illustrate the main themes in time series work as it relates to econometrics. The editor has written a new concise introduction to accompany the articles. Sections covered include: Ad Hoc Forecasting Procedures, ARIMA Modelling, Structural Time Series Models, Unit Roots, Detrending and Non-stationarity, Seasonality, Seasonal Adjustment and Calendar Effects, Dynamic Regression and Intervention Analysis, Multivariate Models, Causality, Exogeneity and Expectations, State Space Models and the Kalman Filter, Non-Linear and Non-Gaussian Models.

Publisher: Edward Elgar Publishing Ltd
ISBN: 9781852786625

You may also be interested in...

Your review has been submitted successfully.

We would love to hear what you think of Waterstones. Why not review Waterstones on Trustpilot?


Review us on Trustpilot