Time Series and Dynamic Models

Idioma: inglés

Editorial: Cambridge University Press, 1997

0521423082 / 9780521423083

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Librería: World of Books Inc, Montgomery, IL, Estados Unidos de AmericaWorld of Books Inc

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Descripción del artículo del vendedor

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.…

N° de ref. del artículo CIN0521423082VG

Título
Time Series and Dynamic Models
Autor
Christian Gourieroux
Editorial
Cambridge University Press
Año de publicación
1997
Estado
Very Good
Encuadernación
Paperback
Idioma
inglés
ISBN 10
0521423082
ISBN 13
9780521423083

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de IberLibro desde 23 de marzo de 2026

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