Time Series and Dynamic Models

Time Series and Dynamic Models This is the first fully comprehensive textbook to integrate traditional and modern time series econometric modelling. The mathematical rigour of the book is high but excessive technicalities have been avoided. The coverage represents a major reference tool for graduate students, researchers and applied economists. Autor: Christian (CREST-INSEE Gourieroux, Alain (CREST-INSEE Monfort Wydawnictwo: Cambridge University Press Rok wydania: 1996 Okładka: twarda Liczba stron: 688 Wymiary: 23.6 x 15.6 x 4.3 cm Ilustracje: 50 Tables, unspecified; 112 Line drawings, unspecified Język: angielski ISBN: 9780521411462