Overview
An essential toolkit for all students wishing to know more about the modelling of financial time series, this second edition, including new chapters which cover limited dependent variables and panel data, is a key resource for all graduate and advanced undergraduate students of econometrics and finance.
- | Author: Peijie Wang
- | Publisher: Routledge
- | Publication Date: Sep 19, 2008
- | Number of Pages: 320 pages
- | Binding: Paperback or Softback
- | ISBN-10: 0415426693
- | ISBN-13: 9780415426695
