9780198283164: Dynamic Econometrics
Couverture souple
ISBN 10 : 0198283164 ISBN 13 : 9780198283164
Editeur : Oxford University Press, 1995

Synopsis

This book confronts the practical problems of modelling aggregate time series data, in a systematic and intergrated framework.

The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand.

The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book confronts the practical problems of modelling aggregate time series data, in a systematic and intergrated framework. The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching.

Revue de presse

This is a book of really breathtaking scope and vision ... It belongs on every econometrician's bookshelf, whether you buy hendry's vision in its entirety or not. (C. R Nelson, Econometric Reviews)

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Oxford University Press
Date d'édition
1995
Langue
anglais
ISBN 10 
0198283164
ISBN 13 
9780198283164
Reliure
Broché
Nombre de pages
904
Coordonnées du fabricant
non disponible
Personne responsable
Messaggerie Libri
ufficio.anagrafiche@meli.it

Via Verdi, 8
Assago Milano
Italie

Autres éditions populaires du même titre

9780198283171: Dynamic Econometrics

Edition présentée

ISBN 10 :  0198283172 ISBN 13 :  9780198283171
Editeur : Oxford University Press, 1995
Couverture rigide