Time Series and Dynamic Models

by Christian Gourieroux

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521423082
• ISBN13: 9780521423083
• Release Date: January 1997
• Publisher: Cambridge University Press
• Length: 688 Pages
• Weight: 1.20 lbs.
• Dimensions: 1.7" x 6.1" x 9.2"