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Dynamic econometrics

Author: David F Hendry
Publisher: Oxford [u.a.] Oxford Univ. Press 1995
Series: Advanced texts in econometrics.
Edition/Format:   Print book : EnglishView all editions and formats
Publication:Dynamic econometrics.
Summary:
This systematic and integrated framework for econometric modelling is organised in terms of three levels of knowledge: probability, estimation and modelling. All necessary concepts of econometrics are discussed with solved examples and exercises.
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Genre/Form: 0 Gesamtdarstellung
manuale
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: David F Hendry
ISBN: 0198283164 9780198283164 0198283172 9780198283171
OCLC Number: 832166052
In: Hendry, David F
Notes: Literaturverz. S. 819 - 845
Description: XXXIV, 869 S graph. Darst
Series Title: Advanced texts in econometrics.
Responsibility: David F. Hendry
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Abstract:

In a systematic and lucid style of econometric modelling of economic time series data, this text presents and analyses methodological issues, theoretical developments such as cointegration, and  Read more...

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This is a book of really breathtaking scope and vision ... It belongs on every econometrician's bookshelf, whether you buy hendry's vision in its entirety or not. * C. R Nelson, Econometric Reviews *

 
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