Time Series and Dynamic Models Contributor(s): Gourieroux, Christian (Author), Monfort, Alain (Author), Gallo, Giampiero (Translator) |
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ISBN: 0521423082 ISBN-13: 9780521423083 Publisher: Cambridge University Press OUR PRICE: $56.99 Product Type: Paperback - Other Formats Published: January 1997 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 | Statistics - Business & Economics | Economics - General |
Dewey: 330.015 |
LCCN: 96043916 |
Series: Themes in Modern Econometrics |
Physical Information: 1.67" H x 6.14" W x 9.18" (2.10 lbs) 688 pages |