Average Reviews:
(More customer reviews)After spending over (...) bucks, I hoped to find it worth the price. I wasn't disappointed. This is really a good book for the mature guy, ie. one who has a comprehensive statistical background and who wants to know about econometric time series. Unlike the American authors, the British usually do not fill their books with theorem and proof. I think student will find it more easy to read if it is in a theorem and proof approach. Other than that, it is clearly written and contains a lot of material. It is well organized with very few printing errors. This should be the entry level book on econometric time series --though not for student. This is one of the best econometric/time series books I ever bought and read. It is (...) but worth it.
Click Here to see more reviews about: The Econometric Analysis of Time Series - 2nd Edition (London School of Economics Handbooks in Economics)
This new edition of A.C. Harvey's clearly written, upper-level text has been revised and several sections have been completely rewritten. There is new material on a number of topics, including unit roots, ARCH, and cointegration.The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs. It explores the way in which recent advances in time series analysis have affected the development of a theory of dynamic econometrics, sets out an integrated approach to the problems of estimation and testing based on the method of maximum likelihood, and presents a coherent strategy for model selection.A.C. Harvey is Professor of Econometrics at the London School of Economics.
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