Econometric modelling with time series : specification, estimation and testing / Vance Martin, University of Melbourne, Australia, Stan Hurn, Queensland University of Technology, Australia, David Harris, Monash University, Australia.

"This book provides a general framework for specifying, estimating, and testing time series econometric models"--

Bibliographic Details

Main Author:	Martin, Vance, 1955-
Other Authors:	Hurn, Stan, Harris, David, 1969-
Format:	Book
Language:	English
Published:	Cambridge : Cambridge University Press, 2013.
Series:	Themes in modern econometrics.
Subjects:	Econometric models. Time-series analysis. R (Computer program language)