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Time Series: Theory and Methods: Vol 2 (Springer Series in Statistics): Theory and Methods: Vol 2 (Springer Series in Statistics)
Time Series: Theory and Methods: Vol 2 (Springer Series in Statistics): Theory and Methods: Vol 2 (Springer Series in Statistics)

 enlarge 		Authors: Peter J. Brockwell, Richard A. Davis
Publisher: Springer
Category: Book

List Price: £61.50
Buy New: £60.79
You Save: £0.71 (1%)



New (28) from £46.43

Avg. Customer Rating: 5.0 out of 5 stars 1 reviews
Sales Rank: 361530

Media: Hardcover
Edition: 2nd ed. 1991. Corr. 6th printing
Number Of Items: 1
Pages: 600
Shipping Weight (lbs): 2.1
Dimensions (in): 9.3 x 6.1 x 1.3

ISBN: 0387974296
Dewey Decimal Number: 519.55
EAN: 9780387974293
ASIN: 0387974296

Publication Date: December 1, 1998
Availability: Usually dispatched within 24 hours
Also Available In:

  • Hardcover - Xxxxxx Ref 3-540-97482-2
  • Hardcover - Time Series: Theory and Methods : Version 2.0 (Ibm Comp Disk)
  • Hardcover - Time series: Theory and methods (Springer series in statistics)
  • Hardcover - Time Series: Theory and Methods
  • Hardcover - Time Series: Theory and Methods (Springer Series in Statistics)
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  • Time Series Analysis
  • Introduction to Time Series and Forecasting (Springer Texts in Statistics) (Springer Texts in Statistics)
  • Matrix Differential Calculus with Applications in Statistics and Econometrics, 2nd Edition (Wiley Series in Probability and Statistics: Texts and References Section)
  • The Age of Turbulence: Adventures in a New World
  • Advanced Macroeconomics
Customer Reviews:

5 out of 5 stars A great friend of all econometrics and economics students   September 23, 2003
 3 out of 3 found this review helpful

I used this book while I was working on time series of national French accounts in the long run. Working on such data entails facing high autocorrelation of residuals and a researcher who hasn't used time series treatments before within a practical work needs some kind of support to face the difficulties and limits encountered.
I used this book as my main reference and it proved very useful to avoid the usual tricks an econometrics student would usually fall in.
Indeed, even though my statistical background was already quite strong, I still needed to find my way through practical difficulties - in which this book helped me greatly. Furthermore, the theoretical reviews included in this textbook proved really useful to refresh already seen notions. However, a sufficient background in statistics is useful as this book is aimed at providing support to advanced readers.



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