Time Series and Dynamic Models (Themes in Modern Econometrics)

Gourieroux, Christian; Monfort, Alain

ISBN 10: 0521411467 / ISBN 13: 9780521411462

Editore: Cambridge University Press, 1996

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Codice articolo ABLIING23Feb2416190002011

Dati bibliografici

• Titolo: Time Series and Dynamic Models (Themes in Modern Econometrics)
• Editore: Cambridge University Press
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0521411467
• ISBN 13: 9780521411462
• Rilegatura: Rilegato
• Condizione: New

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