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, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
Used
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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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Softcover
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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
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ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
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Paperback. Condition: Very Good. Time Series and Dynamic Models (Themes in Modern Econometrics) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 7719-9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
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Paperback. Condition: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 6545-9780521423083
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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)
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Paperback)
Published by
Cambridge University Press, Cambridge, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
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Paperback. Condition: new. Paperback. 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. An analysis of traditional and modern time series econometrics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521423083