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"The systematic use of the conditional expectation approach to modelling throughout the text will provide readers with many useful insights. It is a very good and thought–provoking book. Much can be learnt from it, even by ′experts.′ Leonard Gill, University of Manchester
"The book is stong on linear dynamic modelling of time series and has an excellent coverage of recent developments in econometrics for non–stationery time series. Cointegration theory is given a comprehensive and clear treatment, including an exposition of the underlying probability background – stockastic processes on function spaces, Brownian motion and so on – which I found to enhance understanding considerably. This will be a useful book, particularly to those teaching advanced courses in time–series econometrics. Overall, it is a fine and well–written piece of work.
Times Higher Education Supplement
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Spese di spedizione:
EUR 6,34
In U.S.A.
Descrizione libro Hardcover. Condizione: Near Fine. 1st Edition. Near Fine. Oxford, UK: Blackwell Publishers Ltd, 2000. The extraordinarily scarce First Edition, First Printing (see scan of copyright page) of James Davidson's Econometric Theory, ISBN # 0631178376. Quarto, glossy blue boards imprinted in white, xxv + 499 pp. Near Fine; moderate rubbing to the glossy boards, small dimpling at bottom edge, front cover (see scan). No salient flaws. Sharp, and very rare as the collectible hardcover first/first. See scans. L83. Codice articolo 60220
Descrizione libro Condizione: Good. Wear and tear on edges of cover and small tear on inside cover page Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-R-004-00763