Time Series and Dynamic Models (Themes in Modern Econometrics)

Gourieroux, Christian; Monfort, Alain

ISBN 10: 0521423082 / ISBN 13: 9780521423083

Edité par Cambridge University Press, 1997

A propos de cet article

The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing.

N° de réf. du vendeur BSM.KF5P

Détails bibliographiques

• Titre: Time Series and Dynamic Models (Themes in Modern Econometrics)
• Éditeur: Cambridge University Press
• Date de parution: 1997
• Langue: anglais
• ISBN à 10 chiffres: 0521423082
• ISBN à 13 chiffres: 9780521423083
• Reliure: Couverture souple
• État de l'article: good

A propos de ce titre

Synopsis

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

Présentation de l'éditeur

In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.