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Time Series and Dynamic Models (Paperback) Loot Price: R1,507
Discovery Miles 15 070
Repayment Terms: R141 pm x 12*
You Save: R332 (18%)
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Time Series and Dynamic Models (Paperback): Christian Gourieroux, Alain Monfort

Time Series and Dynamic Models (Paperback)

Christian Gourieroux, Alain Monfort; Translated by Giampiero Gallo

Series: Themes in Modern Econometrics

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List price R1,839 Loot Price R1,507 Discovery Miles 15 070 | Repayment Terms: R141 pm x 12* You Save R332 (18%)

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Themes in Modern Econometrics
Release date: 1997
First published: 1997
Authors: Christian Gourieroux • Alain Monfort
Translators: Giampiero Gallo
Dimensions: 229 x 152 x 38mm (L x W x T)
Format: Paperback - Trade
Pages: 688
ISBN-13: 978-0-521-42308-3
Languages: English
Subtitles: French
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-521-42308-2
Barcode: 9780521423083

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