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Time series

A. C. Harvey

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12 Books Similar to Time series by A. C. Harvey

Bookscovery readers who liked Time series also like A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances, Compulsory seat belt wearing and Discriminating between regression models in levels and first differences. How many of these have you read?

A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances by A. C. Harvey

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Compulsory seat belt wearing by A. C. Harvey

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Discriminating between regression models in levels and first differences by A. C. Harvey

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Econometric Analysis of Time Series by A. C. Harvey

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Estimation and testing of stochastic variance models by A. C. Harvey

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Forecasting, structural time series models, and the Kalman filter by A. C. Harvey

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Immortal Game by Talia Rothschild

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Readings in unobserved components models by A. C. Harvey

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Seasonality in dynamic regression models by A. C. Harvey

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State space and unobserved component models by A. C. Harvey

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The econometric analysis of time series by A. C. Harvey

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Time series models by A. C. Harvey

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