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Time Series and Dynamic Models Themes in Modern Econometrics
by [Gourieroux, Christian, Monfort, Alain]
$61.93
Description
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.
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Product Details
- Cambridge University Pres Brand
- Jan 13, 1997 Pub Date:
- 9780521423083 ISBN-13:
- 0521423082 ISBN-10:
- 688.0 pages Paperback
- English Language
- 9 in * 1.72 in * 6 in Dimensions:
- 2 lb Weight:
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