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General-to-Specific Modelling (Hardcover) Loot Price: R19,740
Discovery Miles 197 400
General-to-Specific Modelling (Hardcover): Julia Campos, Neil R. Ericsson, David F. Hendry

General-to-Specific Modelling (Hardcover)

Julia Campos, Neil R. Ericsson, David F. Hendry

Series: The International Library of Critical Writings in Econometrics series

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Loot Price R19,740 Discovery Miles 197 400 | Repayment Terms: R1,850 pm x 12*

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Economists have long sought to develop quantitative models of economic behaviour, which blend economic theory with data evidence. Econometric modelling of economic time series has strived to achieve this by seeking to discover sustainable and interpretable relationships. This important two-volume collection focuses on a central method used in selecting such models, namely simplification of an initially general model that adequately characterizes the empirical evidence within the investigators' theoretical framework. The volumes feature a wealth of evidence that has accrued over the last five years displaying its excellent abilities for model selection, based on Monte Carlo studies of automatic algorithms. These also throw light on several major methodological issues, and prompt many new ideas, which are discussed. The collection will be valuable to all empirical economists and econometricians.

General

Imprint: Edward Elgar Publishing Ltd
Country of origin: United Kingdom
Series: The International Library of Critical Writings in Econometrics series
Release date: October 2005
Editors: Julia Campos • Neil R. Ericsson • David F. Hendry
Dimensions: 244 x 169mm (L x W)
Format: Hardcover
Pages: 1424
ISBN-13: 978-1-85278-669-4
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-85278-669-8
Barcode: 9781852786694

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