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Econometric Analysis Time Series

Econometric Analysis Time Series

2nd Edition

Harvey

Jan 1990, Paperback, 408 pages
ISBN13: 9780860031925
ISBN10: 0860031926
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  • Description

Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playing a key role in both estimation and testing. Exercises are included and the book is suitable as a general text for final-year undergraduate and postgraduate students.