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Synopsis
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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Book 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. One of its most attractive features is the close attention it pays throughout to economic models and phenomena.
Language Notes
Text: English (translation)
Original Language: French
"About this title" may belong to another edition of this title.
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Time Series and Dynamic Models
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Cambridge University Press, 2008
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Paperback. Condition: Very Good. 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. Seller Inventory # 00100604146
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
Used
Paperback
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fair. 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. Seller Inventory # 00102296407
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Paperback
Seller: World of Books Inc, Montgomery, IL, U.S.A.
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Paperback. Condition: Fair. 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. Seller Inventory # CIN0521423082A
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Time Series and Dynamic Models
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Seller: World of Books Inc, Montgomery, IL, U.S.A.
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Paperback. Condition: Very Good. 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. Seller Inventory # CIN0521423082VG
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Time Series and Dynamic Models.; (Themes in Modern Econometrics)
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Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics) (Volume 0)
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ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
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ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
Published by
Cambridge University Press, 1997
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Time Series and Dynamic Models (Themes in Modern Econometrics)
Published by
Cambridge University Press, 2008
ISBN 10: 0521423082
ISBN 13: 9780521423083
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Condition: New. An up-to-date and comprehensive analysis of traditional and modern time series econometrics. Translator(s): Gallo, Giampiero M. Series Editor(s): Phillips, Peter C. B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 688 pages, 112 b/w illus. 50 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 38. Weight in Grams: 1000. . 2008. paperback. . . . . Seller Inventory # V9780521423083
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