Time Series Models is a companion volume to Andrew Harvey's highly successful Econometric Analysis of Time Series. It takes students to another level from the first book, focusing on the estimation, testing, and specification of both univariate and multivariate time series models. The emphasis is on understanding how time series are analyzed and models constructed. Familiarity with calculus, linear algebra, and statistical interference is assumed.  Although Time Series Models pairs well with Harvey's earlier text, it is self-contained. For the second edition, the author has added new sections on nonlinear models, unit roots, structural time series models, intervention analysis, and cointegration. He has addressed new developments, rearranged some material, and changed the emphasis in certain areas.  Andrew C. Harvey is Professor of Econometrics in the Department of Statistics and Mathematical Sciences at the London School of Economics and Political Science.

Time Series Models

Science & Math

Harvey, A. C.

Mathematics

John Wiley&Sons

The Econometric Analysis of Time Series

Business & Money

Economics

Philip Allan

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.

Econometric Analysis Time Series

An exiled goddess goes on a quest to clear her name and save Mount Olympus in Talia Rothschild & A C Harvey's action-packed young adult debut,The Immortal Game! Galene, daughter of Poseidon, desperately wants to earn her place among the gods. But when a violent attack leaves Mount Olympus in chaos and ruins, she is accused of the crime. Banished from Olympus, Galene sets out to prove her innocence and discovers a more deadly plot--one that threatens even the oldest of Immortals. Fortunately, she has allies who willingly join her in exile: A lifelong friend who commands the wind. A defiant warrior with deadly skill. A fire-wielder with a hero's heart. A mastermind who plays life like a game. All-out war is knocking at the gates. Galene and her friends are the only ones who can tip the scales toward justice, but their choices could save Olympus from total annihilation, or be the doom of them all.

The Immortal Game

Teen & Young Adult

Rothschild, Talia

Historical Fiction

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Books by Harvey, A. C.