Harvey, Andrew C.

The econometric analysis of time series - 2a. ed. - xiii, 387 p. 23 cm.

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

0-262-08189-X

519.246.8 Análisis de series temporales o cronológicas. Autocorrelación. Regresión