Dynamic econometrics
Auteur :
Hendry, David F.
Éditeur :
Oxford University Press
ISBN :
9780198283164
Date de publication :
23 févr. 1995
Dimensions :
23,4 x 15,6 x 5,2 cm
Poids :
1244 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.