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Time Series and Dynamic Models Paperback (Themes in Modern Econometrics) (in English)
Christian Gourieroux
(Author)
·
Alain Monfort
(Author)
·
Giampiero Gallo
(Translated by)
·
Cambridge University Press
· Paperback
Time Series and Dynamic Models Paperback (Themes in Modern Econometrics) (in English) - Gourieroux, Christian ; Monfort, Alain ; Gallo, Giampiero
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Synopsis "Time Series and Dynamic Models Paperback (Themes in Modern Econometrics) (in English)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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