Applied Time Series Modelling and Forecasting
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Applied Time Series Modelling and Forecasting by Richard Harris
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.
Richard Harris is a Professor in the Department of Economics and Finance at the University of Durham. His areas of research are in the field of applied econometrics and he has published widely in numerous journals.
Robert Sollis is a Lecturer in the Department of Economics and Finance at the University of Durham. His research interests are in time series econometrics with particular focus on nonlinear models for macroeconomic and financial time series.
| SKU | Unavailable |
| ISBN 13 | 9780470844434 |
| ISBN 10 | 0470844434 |
| Title | Applied Time Series Modelling and Forecasting |
| Author | Richard Harris |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | John Wiley & Sons Inc |
| Year published | 2003-04-17 |
| Number of pages | 320 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |