Time Series and Dynamic Models

Alain (CREST-INSEE, Paris) Monfort, Christian (CREST-INSEE, Paris) Gourieroux

Cambridge University Press, 1996

247,95 €On orderDelivery: 2-3 weeks

This is the first fully comprehensive textbook to integrate traditional and modern time series econometric modelling. The mathematical rigour of the book is high but excessive technicalities have been avoided. The coverage represents a major reference tool for graduate students, researchers and applied economists.

ISBN-13
9780521411462
ISBN-10
0521411467
Publisher
Cambridge University Press
Year
1996
Publication date
1996-01-13
Pages
688
Dimensions
236x156x43
Weight
1104