Time Series and Dynamic Models - Brossura

Gourieroux, Christian

Brossura

ISBN 10: 0521423082 ISBN 13: 9780521423083

Casa editrice: Cambridge University Press, 2008

Riassunto

An up-to-date and comprehensive analysis of traditional and modern time series econometrics.

Su questo libro

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.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2008
• Lingua: Inglese
• ISBN 10: 0521423082
• ISBN 13: 9780521423083
• Rilegatura: Copertina flessibile
• Numero di pagine: 688
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia