| Time Series and Dynamic Models Contributor(s): Gourieroux, Christian (Author), Gourieroux, C. (Author), Christian, Gourieroux (Author) |
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ISBN: 0521411467 ISBN-13: 9780521411462 Publisher: Cambridge University Press OUR PRICE: $202.35 Product Type: Hardcover - Other Formats Published: January 1996 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Economics - Theory - Mathematics |
| Dewey: 330.015 |
| LCCN: 96043916 |
| Series: Themes in Modern Econometrics |
| Physical Information: 1.71" H x 6.23" W x 9.28" (2.3 lbs) 688 pages |