文档介绍：ECONOMETRIC ANALYSIS
OF FINANCIAL AND ECONOMIC
TIME SERIES
i
ADVANCES IN ECONOMETRICS
Series Editors: Thomas B. Fomby and R. Carter Hill
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ADVANCES IN ECONOMETRICS VOLUME 20, PART B
ECONOMETRIC ANALYSIS
OF FINANCIAL AND
ECONOMIC TIME SERIES
EDITED BY
THOMAS B. FOMBY
Department of Economics, Southern Methodist University,
Dallas, TX 75275
DEK TERRELL
Department of Economics, Louisiana State University,
Baton Rouge, LA 70803
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