The Econometric Analysis of Time Series - 2nd Edition (London School of Economics Handbooks in Economics)

Author: Andrew C. Harvey
List Price: $70.00
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ISBN: 026208189X
Publisher: MIT Press (14 March, 1990)
Sales Rank: 315,977
Average Customer Rating: 4 out of 5

Customer Reviews

Rating: 4 out of 5
A typical British book
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.

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