Applied Time Series Modelling and Forecasting |
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| Author:
| Harris, Richard
Sollis, Robert |
| ISBN: | 978-0-470-84443-4 |
| Publication Date: | Jun 2003 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Paperback |
| List Price: | USD $83.95USD $65.00 |
Book Description:
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The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non-stationary time series.
The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non-stationary time series.