Dynamic Econometrics
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, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self…
Mehr
CHF 135.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V106:
Fremdlagertitel. Lieferzeit unbestimmt
Produktdetails
- ISBN: 978-0-19-828316-4
- EAN: 9780198283164
- Produktnummer: 22668520
- Verlag: OXFORD UNIV PR
- Sprache: Englisch
- Erscheinungsjahr: 1995
- Seitenangabe: 904 S.
- Masse: H23.2 cm x B15.6 cm x D4.8 cm 1'356 g
- Gewicht: 1356
18 weitere Werke von David F. Hendry:
Bewertungen
Anmelden