Time Series and Dynamic Models (Paperback)

Christian Gourieroux

ISBN 10: 0521423082 / ISBN 13: 9780521423083

Verlag: Cambridge University Press, Cambridge, 1997

Beschreibung

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 our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Bestandsnummer des Verkäufers 9780521423083

Bibliografische Details

• Titel: Time Series and Dynamic Models (Paperback)
• Verlag: Cambridge University Press, Cambridge
• Erscheinungsjahr: 1997
• Sprache: Englisch
• ISBN-10: 0521423082
• ISBN-13: 9780521423083
• Einband: Paperback
• Zustand: new

Über diesen Titel

Inhaltsangabe

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.

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.