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.
'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
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: J. HOOD, BOOKSELLERS, ABAA/ILAB, Baldwin City, KS, U.S.A.
Paperback. 688pp. Corner crease on the front cover else near new condition, covers bright, text clean and binding tight. Codice articolo 230268
Quantità: 1 disponibili
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Paperback. Condizione: Very Good. 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. Codice articolo 00100604146
Quantità: 1 disponibili
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Paperback. Condizione: Fair. 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. Codice articolo 00102296407
Quantità: 1 disponibili
Da: World of Books Inc, Montgomery, IL, U.S.A.
Paperback. Condizione: Very Good. 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. Codice articolo CIN0521423082VG
Quantità: 1 disponibili
Da: World of Books Inc, Montgomery, IL, U.S.A.
Paperback. Condizione: Fair. 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. Codice articolo CIN0521423082A
Quantità: 1 disponibili
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9780521423083
Quantità: Più di 20 disponibili
Da: Chiron Media, Wallingford, Regno Unito
PF. Condizione: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice articolo 6666-IUK-9780521423083
Quantità: 20 disponibili
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condizione: New. An up-to-date and comprehensive analysis of traditional and modern time series econometrics. Translator(s): Gallo, Giampiero M. Series Editor(s): Phillips, Peter C. B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 688 pages, 112 b/w illus. 50 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 38. Weight in Grams: 1000. . 2008. paperback. . . . . Codice articolo V9780521423083
Quantità: Più di 20 disponibili
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
paperback. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-0521423082
Quantità: 1 disponibili
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780521423083
Quantità: Più di 20 disponibili