Time Series and Dynamic Models: (Themes in Modern Econometrics)
By
Paperback
Available / dispatched within 1 - 2 weeks
Quantity
Description
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems. 50 Tables, unspecified; 112 Line drawings, unspecified
More Details
- Contributor: Christian Gourieroux
- Imprint: Cambridge University Press
- ISBN13: 9780521423083
- Number of Pages: 688
- Packaged Dimensions: 152x229x38mm
- Packaged Weight: 1000
- Format: Paperback
- Publisher: Cambridge University Press
- Release Date: 1997-01-13
- Series: Themes in Modern Econometrics
- Binding: Paperback / softback
Delivery Options
Home Delivery
Store Delivery
Free Returns
We hope you are delighted with everything you buy from us. However, if you are not, we will refund or replace your order up to 30 days after purchase. Terms and exclusions apply; find out more from our Returns and Refunds Policy.