Time Series Analysis

92,90 €


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Información del producto

ISBN9780691042893
EditorialPrinceton University Press
Precio (sin IVA)87,64 €
Impuestos5,26 €
Precio (IVA incluido)92,90 €
Disponibilidad1 Unidad En almacén externo

Descripción del producto

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.