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Synopsis
An up-to-date and comprehensive analysis of traditional and modern time series econometrics.
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Review
'This is a well done introduction to both classical and modern time series models and techniques. Throughout, the authors have managed to keep a sound balance between mathematical rigor (which is always present, but never emphasized or celebrated for its own sake) and user-friendliness of presentation. I found this mixture very easy to digest. Another strong point of the book is its technical competence. In almost every line, one feels that two of the most brilliant present-day theoretical econometricians are at work. Review in Statistical Papers
Book Description
This is the first fully comprehensive textbook to integrate traditional and modern time series econometric modelling. The mathematical rigour of the book is high but excessive technicalities have been avoided. The coverage represents a major reference tool for graduate students, researchers and applied economists.
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Time Series and Dynamic Models
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Cambridge University Press, 2008
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN:9780521423083. Seller Inventory # 2934435
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
Used
Paperback
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Paperback. Condition: Very Good. 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. Seller Inventory # 00100604146
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
Used
Paperback
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fair. 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. Seller Inventory # 00102296407
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
Used
Paperback
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Paperback. Condition: Fair. 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. Seller Inventory # CIN0521423082A
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Paperback
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Paperback. Condition: Very Good. 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. Seller Inventory # CIN0521423082VG
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Time Series and Dynamic Models.; (Themes in Modern Econometrics)
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Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics) (Volume 0)
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Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
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Cambridge University Press 2008-08-21, 2008
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Paperback. Condition: New. Seller Inventory # 6666-IUK-9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
Published by
Cambridge University Press, 2008
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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Condition: New. An up-to-date and comprehensive analysis of traditional and modern time series econometrics. Translator(s): Gallo, Giampiero M. Series Editor(s): Phillips, Peter C. B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 688 pages, 112 b/w illus. 50 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 38. Weight in Grams: 1000. . 2008. paperback. . . . . Seller Inventory # V9780521423083
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