000 01922cam a22003132 b4500
001 7690065
003 BD-DhUL
005 20150203075224.0
006 m d
007 cr n
008 950209e19950413ncua s|||||||| 2|eng|d
020 _a9780198283164
020 _a0198283164 (Trade Paper)
_cUSD 99.00 Retail Price (Publisher)
024 3 _a9780198283164
035 _a(WaSeSS)ssj0000086394
037 _b00020142
040 _aBIP US
_dWaSeSS
_dBD-DhUL
_cDLC
082 0 0 _a330.015195
_220
_bHED
100 1 _aHendry, David
_eAuthor
210 1 0 _aDynamic Econometrics
245 1 0 _aDynamic econometrics
260 _aNew York :
_bOxford University Press,
_cApril 1995.
365 _aUS$
_b25.00
440 0 _aAdvanced Texts in Econometrics Ser.
506 _aLicense restrictions may limit access.
520 8 _aAnnotation
_bThis 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 withmethodological 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 includesan 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.
521 _aCollege Audience
_bOxford University Press, Incorporated
942 _2ddc
_cBK
999 _c2528
_d2528