Time Series Analysis

€92.90


Product Information

ISBN9780691042893
PublisherPrinceton University Press
Price (excl. tax)€87.64
Tax€5.26
Price (incl. tax)€92.90
AvailabilityUnavailable

Product Description

A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.