Dynamic Econometrics

David F. (Leverhulme Personal, Leverhulme Personal, Research Professor of Economics and FellowNuffield College, Oxford) Hendry

Oxford University Press, 1995

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In a systematic and lucid style of econometric modelling of economic time series data, this text presents and analyses methodological issues, theoretical developments such as cointegration, and important practical problems. It should be suitable for both practising economists and students, and includes an extensive study of US money demand.

ISBN-13
9780198283164
ISBN-10
0198283164
Publisher
Oxford University Press
Year
1995
Publication date
1995-02-23
Pages
904
Dimensions
234x155x50
Weight
1180