Verwandte Artikel zu Dynamic Econometrics (Advanced Texts in Econometrics)
Inhaltsangabe
This book confronts the practical problems of modelling aggregate time series data, in a systematic and integrated framework. The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching.
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This book confronts the practical problems of modelling aggregate time series data, in a systematic and integrated framework. The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching.
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Dynamic Econometrics (Advanced Texts in Econometrics)
Verlag:
Oxford University Press 13.04.1995., 1995
ISBN 10: 0198283172
ISBN 13: 9780198283171
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Zustand: Gut. 869 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 1530 24,1 x 16,7 x 5,6 cm, Gebundene Ausgabe. Artikel-Nr. 383457
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Beispielbild für diese ISBN
Dynamic Econometrics (Advanced Texts in Econometrics)
Verlag:
Oxford University Press, 1995
ISBN 10: 0198283172
ISBN 13: 9780198283171
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Hardcover
Anbieter: Phatpocket Limited, Waltham Abbey, HERTS, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Artikel-Nr. Z1-Q-005-03255
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