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 ...
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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.
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Add this copy of Time Series and Dynamic Models (Themes in Modern to cart. $6.68, good condition, Sold by Valleys Books & More rated 4.0 out of 5 stars, ships from Roanoke, VA, UNITED STATES, published 1997 by Cambridge University Press.
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Dispatched, from the UK, within 48 hours of ordering. Though second-hand, the book is still in very good shape. Minimal signs of usage may include very minor creasing on the cover or on the spine.
Add this copy of Themes in Modern Econometrics: Time Series and Dynamic to cart. $35.68, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1997 by Cambridge University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1050grams, ISBN: 9780521423083.
Add this copy of Time Series and Dynamic Models (Themes in Modern to cart. $38.49, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1997 by Cambridge University Press.
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New. Trade paperback (US). Contains: Line drawings, Tables. Themes in Modern Econometrics . 112 b/w illus. 50 tables. Intended for professional and scholarly audience.
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Fine. Trade paperback (US). Contains: Line drawings, Tables. Themes in Modern Econometrics . 112 b/w illus. 50 tables. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.