01002    a2200205   45000010006000000050017000060080041000230030015000640400040000790800096001192450044002150200018002592500012002772640037002893000025003265050316003510410008006671000022006758560099006973447320260407155631.0260407a1990    arg                 spa dAR-UNSa-BCEJYS  aAR-UNSa-BCEJYSbspacAR-UNSa-BCEJYS  a519.246.8xAnálisis de series temporales o cronológicas. Autocorrelación. Regresión10aThe econometric analysis of time series  a0-262-08189-X  a2a. ed. 1aCambridge :bThe MIT Pressc1990  axiii, 387 p.c23 cm.  a1. 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  aspa1 aHarvey, Andrew C.41uhttps://biblioeco.unsa.edu.ar/pmb/images/libros/econometric.jpgyImagen de portadaqimage/jpeg