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