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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?
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.
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
Other editions & translations
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