Dynamic Econometrics (BOK)

David F. Hendry

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This book confronts the practical problems of modelling aggregate time series data, in a systematic and intergrated framework. 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-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 1995 Forfatter David F. Hendry
Forlag
Oxford University Press
ISBN 9780198283164
Antall sider 904 Dimensjoner 15,6cm x 23,4cm x 5,2cm
Vekt 1244 gram Leverandør Bertram Trading Ltd
Emner og form Econometrics

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