Time series and dynamic models
Auteur :
Gourieroux, Christian / Monfort, Alain
Éditeur :
Cambridge University Press
ISBN :
9780521411462
Date de publication :
13 janv. 1996
Dimensions :
23,6 x 15,6 x 4,3 cm
Poids :
1104 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.