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Time Series and Dynamic Models

Alain Monfort

Published by Cambridge University Press
ISBN 10: 0521423082 / ISBN 13: 9780521423083
New / Paperback / Quantity Available: 20
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Title: Time Series and Dynamic Models

Publisher: Cambridge University Press

Binding: Paperback

Book Condition: New

Book Type: Paperback

Description:

Paperback. 688 pages. Dimensions: 8.9in. x 6.1in. x 1.8in.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 books 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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9780521423083

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