The econometric analysis of time series / A. C. Harvey.
Tipo de material: TextoDetalles de publicación: Cambridge, Mass. : The MIT Press, 1990Edición: 2nd edDescripción: xiii, 387 pISBN:- 026208189X
- 330.015195 21
Contenidos:
1. Introduction -- 2. Regression -- 3. The method of maximum likelihood -- 4. Numerical optimisation -- 5. Test procedures and model selection -- 6. Regression models with serially correlated disturbances -- 7. Dynamic models I -- 8. Dynamic models II stochastic difference equations -- 9. Simultaneous equation models -- Appendix on matrix algebra -- tables -- answers to selected exercises references.
Tipo de ítem | Biblioteca actual | Signatura | Estado | Fecha de vencimiento | Código de barras |
---|---|---|---|---|---|
Libro | Biblioteca Manuel Belgrano | 330.015195 H 39892 (Navegar estantería(Abre debajo)) | Disponible | 39892 |
Bibliografía: p. 371-379.
1. Introduction -- 2. Regression -- 3. The method of maximum likelihood -- 4. Numerical optimisation -- 5. Test procedures and model selection -- 6. Regression models with serially correlated disturbances -- 7. Dynamic models I -- 8. Dynamic models II stochastic difference equations -- 9. Simultaneous equation models -- Appendix on matrix algebra -- tables -- answers to selected exercises references.
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