RO40054159: 2001. In-4. Broch�. Etat d'usage, Coins frott�s, Coiffe en pied ab�m�e, Papier jauni. 869 pages. Nombreuses figures en noir et blanc, dans le texte. En anglais. . . . Classification Dewey : 420-Langue anglaise. Anglo-saxon.

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Bibliographic Details

Title

Dynamic Econometrics - advanced texts in econometrics

Publisher

OXFORD UNIVERSITY PRESS

Publication Date

2001

Language

English

ISBN 10

0198283164

ISBN 13

9780198283164

Binding

Couverture souple

Condition

bon

Seller catalogs

LANGUES

About this title

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.

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)

"About this title" may belong to another edition of this title.

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