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- Author: Christian Gouriéroux
- Publisher: Cambridge University Press
- ISBN-10: 0521411467
- ISBN-13: 9780521411462
- Format: 15.8 x 23.6 x 4.3 cm, hardcover
- Language: English
- SAVE -10% with code: EXTRA
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Description
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.
EXTRA 10 % discount with code: EXTRA
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- Author: Christian Gouriéroux
- Publisher: Cambridge University Press
- ISBN-10: 0521411467
- ISBN-13: 9780521411462
- Format: 15.8 x 23.6 x 4.3 cm, hardcover
- Language: English English
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.
Reviews