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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics) - Softcover
Synopsis
Particularly useful for graduate students, this book offers instruction in model-building from such authorities as E. Leamer, A. Pagan, P. A. Volker, M. McAleer, C. Sims, T. Breusch, R. Fair, R. Todd, A. Zellner, C. Gilbert, D. Hendry, J. Richard, A. Spanos, H. White, and Y. Chong. The readings assist in the difficult task of actually constructing models, and discuss a variety of alternative strategies. Prefaced with an introduction to the controversies of econometric methodology, the book provides a solid background in the practical difficulties in model specification, evaluation, and interpretation, as well as advice on tackling these difficulties.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
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About the Author
C. W. J. Granger is at University of California, San Diego.
"About this title" may belong to another edition of this title.
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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
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Modelling Economic Series : Readings in Econometric Methodology
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Oxford University Press, Incorporated, 1991
ISBN 10: 0198287364
ISBN 13: 9780198287360
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Modelling Economic Series: Readings in Econometric Methodology
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Modelling Economic Series: Readings in Econometric Methodology
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Modelling Economic Series: Advanced Texts in Econometrics
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Cary, North Carolina, U.S.A.: Oxford Univ Pr, 1991
ISBN 10: 0198287364
ISBN 13: 9780198287360
Used
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Modelling Economic Series
Published by
Oxford University Press, Oxford UK, 1993
ISBN 10: 0198287364
ISBN 13: 9780198287360
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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
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Modelling Economic Series: Readings in Econometric Methodology (eng)
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