Dynamic Econometrics

by David F. Hendry

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,...

• Format: Paperback
• Language: English
• ISBN: 0198283164
• ISBN13: 9780198283164
• Release Date: April 1995
• Publisher: Oxford University Press, USA
• Length: 904 Pages
• Weight: 3.20 lbs.
• Dimensions: 1.9" x 6.2" x 9.1"