Sinossi
An up-to-date and comprehensive analysis of traditional and modern time series econometrics.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Recensione
'This is a well done introduction to both classical and modern time series models and techniques. Throughout, the authors have managed to keep a sound balance between mathematical rigor (which is always present, but never emphasized or celebrated for its own sake) and user-friendliness of presentation. I found this mixture very easy to digest. Another strong point of the book is its technical competence. In almost every line, one feels that two of the most brilliant present-day theoretical econometricians are at work. Review in Statistical Papers
Descrizione del libro
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.
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Time Series and Dynamic Models (Themes in Modern Econometrics)
Editore:
Cambridge University Press, 1996
ISBN 10: 0521411467
ISBN 13: 9780521411462
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Da: Labyrinth Books, Princeton, NJ, U.S.A.
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TIME SERIES AND DYNAMIC MODELS
Da: Basi6 International, Irving, TX, U.S.A.
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEOCT25-98173
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Time Series and Dynamic Models (Themes in Modern Econometrics) [Hardcover] Gourieroux, Christian; Monfort, Alain and Gallo, Giampiero
Editore:
Cambridge University Press, 1996
ISBN 10: 0521411467
ISBN 13: 9780521411462
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Da: Hay-on-Wye Booksellers, Hay-on-Wye, HEREF, Regno Unito
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Condizione: Fine. Codice articolo 015384-1
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Time Series and Dynamic Models
Editore:
Cambridge University Press, 2006
ISBN 10: 0521411467
ISBN 13: 9780521411462
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Da: Buchpark, Trebbin, Germania
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Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher. Codice articolo 1282021/2
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Time Series and Dynamic Models (Themes in Modern Econometrics)
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Condizione: New. Codice articolo ABLIING23Feb2416190002011
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Time Series and Dynamic Models (Themes in Modern Econometrics)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Condizione: New. In English. Codice articolo ria9780521411462_new
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Time Series and Dynamic Models
Print on DemandDa: Revaluation Books, Exeter, Regno Unito
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Hardcover. Condizione: Brand New. 668 pages. 9.50x6.50x1.50 inches. In Stock. This item is printed on demand. Codice articolo __0521411467
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Time Series and Dynamic Models (Hardcover)
Editore:
Cambridge University Press, Cambridge, 1996
ISBN 10: 0521411467
ISBN 13: 9780521411462
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
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Hardcover. Condizione: new. Hardcover. 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. This textbook integrates 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 reference tool for graduate students, researchers and applied economists. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521411462
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Time Series and Dynamic Models (Hardcover)
Editore:
Cambridge University Press, Cambridge, 1996
ISBN 10: 0521411467
ISBN 13: 9780521411462
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Da: CitiRetail, Stevenage, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. 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. This textbook integrates 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 reference tool for graduate students, researchers and applied economists. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780521411462
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Time Series and Dynamic Models
Print on DemandDa: moluna, Greven, Germania
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 . Codice articolo 446934575
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