Martin, Vance, 1955-

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. - Cambridge : Cambridge University Press, 2013. - xxxv, 887 pages : illustrations ; 25 cm. - Themes in modern econometrics .

Includes bibliographical references (pages 865-876) and indexes.

9780521196604


Econometric models.
Time-series analysis.