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 to cart. $14.33, very good condition, Sold by ThriftBooks-Baltimore rated 5.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 1997 by Cambridge University Press.
Add this copy of Time Series and Dynamic Models to cart. $14.33, fair condition, Sold by ThriftBooks-Atlanta rated 5.0 out of 5 stars, ships from Austell, GA, UNITED STATES, published 1997 by Cambridge University Press.
Add this copy of Themes in Modern Econometrics: Time Series and Dynamic to cart. $26.84, 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. $32.00, like new condition, Sold by J. Hood, Booksellers, Inc. rated 5.0 out of 5 stars, ships from Baldwin City, KS, UNITED STATES, published 1997 by Cambridge University Press.
Add this copy of Time Series and Dynamic Models (Themes in Modern to cart. $54.10, new condition, Sold by Just one more Chapter rated 3.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1997 by Cambridge University Press.
Add this copy of Time Series and Dynamic Models to cart. $67.40, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1997 by Cambridge University Press.
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New. Print on demand Trade paperback (US). Contains: Line drawings, Tables. Themes in Modern Econometrics . 112 b/w illus. 50 tables. Intended for professional and scholarly audience.
Add this copy of Time Series and Dynamic Models to cart. $73.65, like new condition, Sold by Hay-on-Wye Booksellers rated 4.0 out of 5 stars, ships from Hereford, UNITED KINGDOM, published 1996 by Cambridge University Press.
Add this copy of Time Series and Dynamic Models to cart. $77.00, like new condition, Sold by Fair Price Book Sales rated 5.0 out of 5 stars, ships from Fairhaven, MA, UNITED STATES, published 1996 by Cambridge University Press.
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Fine. Contains: Line drawings, Tables. Themes in Modern Econometrics. Includes: Line drawings, Tables. Audience: Professional and scholarly. As new condition. Appears unopened. No markings in or on the book.
Add this copy of Time Series and Dynamic Models (Themes in Modern to cart. $78.85, new condition, Sold by Just one more Chapter rated 3.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1997 by Cambridge University Press.
