This book confronts the practical problems of modelling aggregate time series data, in a systematic and intergrated framework.
The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand.
The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching.
"synopsis" may belong to another edition of this title.
This is a book of really breathtaking scope and vision ... It belongs on every econometrician's bookshelf, whether you buy hendry's vision in its entirety or not. (C. R Nelson, Econometric Reviews)
"About this title" may belong to another edition of this title.
FREE shipping within U.S.A.
Destination, rates & speedsSeller: ZBK Books, Carlstadt, NJ, U.S.A.
Condition: acceptable. Fast & Free Shipping â" A well-used but reliable copy with all text fully readable. Pages and cover remain intact, though wear such as notes, highlighting, bends, or library marks may be present. Supplemental items like CDs or access codes may not be included. Seller Inventory # ZWV.0198283164.A
Quantity: 1 available
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Paperback. Condition: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0198283164I5N00
Quantity: 1 available
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Paperback. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0198283164I4N00
Quantity: 1 available
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1450grams, ISBN:9780198283164. Seller Inventory # 4323173
Quantity: 1 available
Seller: Solr Books, Lincolnwood, IL, U.S.A.
Condition: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear. Seller Inventory # 5D4000009KWO_ns
Quantity: 1 available
Seller: MW Books, New York, NY, U.S.A.
3rd paperback edition. Near fine paperback copy; edges very slightly dust-dulled and nicked. Remains particularly well-preserved overall; tight, bright, and clean. Physical description; 869 pp.: ill. Subjects; Econometric models. 1 Kg. Seller Inventory # 390525
Quantity: 1 available
Seller: MW Books Ltd., Galway, Ireland
3rd paperback edition. Near fine paperback copy; edges very slightly dust-dulled and nicked. Remains particularly well-preserved overall; tight, bright, and clean. Physical description; 869 pp.: ill. Subjects; Econometric models. 1 Kg. Seller Inventory # 390525
Quantity: 1 available
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1550grams, ISBN:9780198283164. Seller Inventory # 9940356
Quantity: 1 available
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Book contains pencil markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1550grams, ISBN:9780198283164. Seller Inventory # 9940357
Quantity: 1 available
Seller: PsychoBabel & Skoob Books, Didcot, United Kingdom
Paperback. Condition: Very Good. Paperback in very good condition for its age. Light shelf and handling wear, including tanning and light creasing and wear to cover edges. Within, pages are tightly bound, content unmarked. CN. Used. Seller Inventory # 611507
Quantity: 1 available