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Synopsis
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.
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Review
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)
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Dynamic Econometrics (Advanced Texts in Econometrics)
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Oxford University Press, 1995
ISBN 10: 0198283164
ISBN 13: 9780198283164
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Dynamic Econometrics
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Oxford University Press, USA, 1995
ISBN 10: 0198283164
ISBN 13: 9780198283164
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Dynamic Econometrics
Published by
Oxford University Press, USA, 1995
ISBN 10: 0198283164
ISBN 13: 9780198283164
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Dynamic Econometrics (Advanced Texts in Econometrics)
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Dynamic Econometrics (Advanced Texts in Econometrics)
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Oxford University Press, 1995
ISBN 10: 0198283164
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Dynamic Econometrics
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ISBN 10: 0198283164
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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
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Dynamic Econometrics
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Oxford : Oxford University Press, 1997
ISBN 10: 0198283164
ISBN 13: 9780198283164
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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
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Dynamic Econometrics (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1995
ISBN 10: 0198283164
ISBN 13: 9780198283164
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Seller: Anybook.com, Lincoln, United Kingdom
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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
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Dynamic Econometrics (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1995
ISBN 10: 0198283164
ISBN 13: 9780198283164
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Softcover
Seller: Anybook.com, Lincoln, United Kingdom
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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
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Dynamic Econometrics: Advanced Texts in Econometrics
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ISBN 10: 0198283164
ISBN 13: 9780198283164
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