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 |