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Can I read Time Series and Dynamic Models (Themes in Modern Econometrics) on EtoBox?
Time Series and Dynamic Models (Themes in Modern Econometrics) by Christian Gourieroux and Alain Monfort is a nonfiction available to read on EtoBox.
What is Time Series and Dynamic Models (Themes in Modern Econometrics) about?
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.
Who reads Time Series and Dynamic Models (Themes in Modern Econometrics)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Christian Gourieroux and Alain Monfort
- Publisher
- Cambridge University Press (Virtual Publishing)
- Published
- 1996
- Language
- EN
- ISBN
- 9780521411462
- Category
- nonfiction
- Subjects
- Economics, Business
