Dynamic Econometrics - Rilegato

Hendry, David F.

Rilegato

ISBN 10: 0198283172 ISBN 13: 9780198283171

Casa editrice: Oxford Univ Pr, 1995

Riassunto

This book confronts the practical problems of modelling aggregate time series data, in a systematic and integrated framework. 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.

Dettagli dell'edizione

• Editore: Oxford Univ Pr
• Data di pubblicazione: 1995
• Lingua: Inglese
• ISBN 10: 0198283172
• ISBN 13: 9780198283171
• Rilegatura: Copertina rigida
• Numero di pagine: 869
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia