Dynamic Econometrics (Advanced Texts in Econometrics)
Language: English
Published by Oxford University Press, United Kingdom, Oxford, 1995
- Softcover
- Used
Seller: WorldofBooks, Goring-By-Sea, WS, United KingdomWorldofBooks
AbeBooks seller since March 16, 2007
Condition: Used - Very good
£ 6.70
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Add to basketItem description from seller
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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. …
Seller Inventory # GOR006933034
- Title
- Dynamic Econometrics (Advanced Texts in Econometrics)
- Author
- David F. Hendry (Leverhulme Personal, Research Professor of Economics and FellowNuffield College, Oxford)
- Publisher
- Oxford University Press, United Kingdom, Oxford
- Publication year
- 1995
- Condition
- Very Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0198283164
- ISBN 13
- 9780198283164
- Item weight
- 1,229 grams
- Dimensions
- 156.0 x 234.0
- Series
- Book 7 of 26: Advanced Texts in Econometrics
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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WorldofBooks
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