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 ...
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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. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
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Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. £3.82, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2003 by Oxford 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. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1450grams, ISBN: 9780198283164.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. £14.85, fair condition, Sold by ZBK Books rated 5.0 out of 5 stars, ships from Woodland Park, NJ, UNITED STATES, published 1995 by Oxford University Press.
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Fair. Fast &-A well-used but reliable copy with all text fully readable. Pages and cover remain intact though wear such as notes highlighting bends or library marks may be present. Supplemental items like CDs or access codes may not be included.
Add this copy of Dynamic Econometrics to cart. £15.66, very good condition, Sold by ThriftBooks-Atlanta rated 4.0 out of 5 stars, ships from Austell, GA, UNITED STATES, published 1995 by Oxford University Press, USA.
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Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. £18.91, very good condition, Sold by Solr Books rated 5.0 out of 5 stars, ships from Lincolnwood, IL, UNITED STATES, published 1995 by Oxford University Press.
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Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. £54.90, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1995 by Oxford 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. Book contains pencil markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1550grams, ISBN: 9780198283164.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. £96.41, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1995 by Oxford University Press.
