Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Time Series and Dynamic Models

Time Series and Dynamic Models

Gourieroux, Christian
Gourieroux, C.
Christian, Gourieroux

Hardcover

Series: Themes in Modern Econometrics

EconomicsGeneral Mathematics

ISBN10: 0521411467
ISBN13: 9780521411462
Publisher: Cambridge University Press
Published: Jan 13 1996
Pages: 688
Weight: 2.30
Height: 1.71 Width: 6.23 Depth: 9.28
Language: 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.

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