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Time Series Analysis by A.W Van der Vaart
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http://www.cs.vu.nl/sto/onderwijs/timeseries/dictaat01.pdftheoretical treatment of time series. Good reference if you are serious about the econometric thoery.
[此贴子已经被作者于2008-1-28 11:43:46编 ...
2008-1-28 03:25 - 981464 - 计量经济学与统计软件