Time Series and Dynamic Models (Hardcover)

Christian Gourieroux

ISBN 10: 0521411467 / ISBN 13: 9780521411462

Verlag: Cambridge University Press, Cambridge, 1996

Beschreibung

Hardcover. 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. This textbook integrates 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 reference tool for graduate students, researchers and applied economists. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Bestandsnummer des Verkäufers 9780521411462

Bibliografische Details

• Titel: Time Series and Dynamic Models (Hardcover)
• Verlag: Cambridge University Press, Cambridge
• Erscheinungsjahr: 1996
• Sprache: Englisch
• ISBN-10: 0521411467
• ISBN-13: 9780521411462
• Einband: Hardcover
• Zustand: new

Über diesen Titel

Inhaltsangabe

An up-to-date and comprehensive analysis of traditional and modern time series econometrics.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.