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Time Series and Dynamic Models
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ISBN: 9780521423083

Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a… More...

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Time Series and Dynamic Models (Themes in Modern Econometrics) - Gourieroux, Christian
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Gourieroux, Christian:

Time Series and Dynamic Models (Themes in Modern Econometrics) - Paperback

2008, ISBN: 9780521423083

Cambridge University Press, Taschenbuch, 688 Seiten, Publiziert: 2008-08-21T00:00:01Z, Produktgruppe: Buch, 2.2 kg, Verkaufsrang: 12063, Wirtschaftslehre, Wirtschaft, Business & Karriere,… More...

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Time Series and Dynamic Models (Themes in Modern Econometrics) - Gourieroux, Christian
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Gourieroux, Christian:
Time Series and Dynamic Models (Themes in Modern Econometrics) - Paperback

2008

ISBN: 9780521423083

Cambridge University Press, Taschenbuch, 688 Seiten, Publiziert: 2008-08-21T00:00:01Z, Produktgruppe: Buch, 2.2 kg, Verkaufsrang: 12063, Wirtschaftslehre, Wirtschaft, Business & Karriere,… More...

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Time Series and Dynamic Models (Themes in Modern Econometrics) - Gourieroux, Christian
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Gourieroux, Christian:
Time Series and Dynamic Models (Themes in Modern Econometrics) - Paperback

2008, ISBN: 9780521423083

Cambridge University Press, Taschenbuch, 688 Seiten, Publiziert: 2008-08-21T00:00:01Z, Produktgruppe: Buch, 2.2 kg, Verkaufsrang: 12063, Wirtschaftslehre, Wirtschaft, Business & Karriere,… More...

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Time Series and Dynamic Models - Christian Gourieroux; Alain Monfort
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Christian Gourieroux; Alain Monfort:
Time Series and Dynamic Models - Paperback

1997, ISBN: 9780521423083

Buch, Softcover, [PU: Cambridge University Press], Cambridge University Press, 1997

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Time Series and Dynamic Models (Themes in Modern Econometrics)
Author:
Title:
ISBN:

0521423082


Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analysis of the statistical origins of topics such as seasonal adjustment, causality, exogeneity, cointegration, prediction, and forecasting. Their treatment of Box-Jenkins models and the Kalman filter represents a synthesis of the most recent theoretical and applied work in these areas.

Details of the book - Time Series and Dynamic Models (Themes in Modern Econometrics)


EAN (ISBN-13): 9780521423083
ISBN (ISBN-10): 0521423082
Hardcover
Paperback
Publishing year: 1997
Publisher: Cambridge University Press
684 Pages
Weight: 0,953 kg
Language: eng/Englisch

Book in our database since 2007-11-06T16:37:13+00:00 (London)
Detail page last modified on 2022-07-05T10:51:40+01:00 (London)
ISBN/EAN: 0521423082

ISBN - alternate spelling:
0-521-42308-2, 978-0-521-42308-3

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