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Time Series and Dynamic Models

Alain Monfort

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ISBN 10: 0521423082 / ISBN 13: 9780521423083
Published by Cambridge University Press
New Condition: New Soft cover
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About this Item

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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Bibliographic Details

Title: Time Series and Dynamic Models

Publisher: Cambridge University Press

Binding: Paperback

Book Condition:New

Book Type: Paperback

About this title

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.

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.

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