Paperback. Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analysis of the statistical origins of topics such as seasonal adjustment, causality, exogeneity, cointegration, prediction, and forecasting. Their treatment of Box-Jenkins models and the Kalman filter represents a synthesis of the most recent theoretical and applied work in these areas. An analysis of traditional and modern time series econometrics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Dati bibliografici

Titolo

Time Series and Dynamic Models (Paperback)

Editore

Cambridge University Press, Cambridge

Data di pubblicazione

1997

Lingua

Inglese

ISBN 10

0521423082

ISBN 13

9780521423083

Rilegatura

Paperback

Condizione

new

Cataloghi dei venditori

Descrizione articolo

Riassunto

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

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

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