Time Series and Dynamic Models
Language: English
Published by Cambridge University Press, 2006
- Hardcover
- New
Condition: New
£ 233.81
Quantity: 2 available
Add to basketItem description from seller
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. Sprache: Englisch Gewicht in Gramm: 1204.…
Seller Inventory # IB-6727695
- Title
- Time Series and Dynamic Models
- Author
- Gourieroux Christian, Christian Gourieroux, C. Gourieroux
- Publisher
- Cambridge University Press
- Publication year
- 2006
- Condition
- Neu
- Binding
- Gebundene Ausgabe
- Language
- English
- ISBN 10
- 0521411467
- ISBN 13
- 9780521411462
- Item weight
- 1,204 grams
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