Applied Econometric Techniques - Couverture souple

Cuthbertson, Keith; Etc.; Hall, Stephen G.; Taylor, Mark P.

Couverture souple

ISBN 10 : 0745012442 ISBN 13 : 9780745012445

Editeur : Prentice-Hall, 1991

Synopsis

Attempting to bridge the gap between the theoretical literature and advanced applied work using time series data, this book emphasizes the intuitive aspects behind the theoretical results, and so provides insights into the solutions of real world applied problems. Recent theoretical innovations such as co-integration, error correction models, ARCH models, disequilibrium Maximum Likelihood models and the Kalman filter are discussed in a framework which builds on standard textbook econometrics. Applications of these theoretical developments are illustrated with real-world practical examples of model building. this book is designed for graduate students of econometrics.

Détails de l'édition

• Éditeur: Prentice-Hall
• Date d'édition: 1991
• ISBN 10: 0745012442
• ISBN 13: 9780745012445
• Reliure: Broché
• Langue: anglais
• Nombre de pages: 320
• Coordonnées du fabricant: non disponible