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Modelling Economic Series

Name: Modelling Economic Series
Brand: Oxford University Press
SKU: 9780198287360
Price: 24231 HUF
Availability: InStock

Readings in Econometric Methodology

Szerző: C. W. J. Granger

Nyelv:

Kötés: Puha kötésű

Kiadó: Oxford University Press

Elérhetőség: Kiadói készleten rendelésre

Küldés 17-26 napon belül

24 231 Ft

This book helps economists with the difficult task of constructing econometric models and will be es...

Információk a könyvről

Szerző

C. W. J. Granger

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

1991

oldal

426

EAN

9780198287360

ISBN

0198287364

Enbook ID

04524947

Kiadó

Oxford University Press

Súly

640

Méretek

162 x 235 x 26

Teljes leírás

This book helps economists with the difficult task of constructing econometric models and will be especially useful to those taking courses in applied econometrics who need to learn how to evaluate the validity of the theories and techniques they are taught. The volume contains seventeen papers by the leading authorities in the field, divided into four groups, to each of which the editor provides an introduction. The whole volume is prefaced with an editorial discussion of the controversies of the subject. The methods critically discussed include the traditional ones, such as vector auto-regressions; Bayesian techniques; and the comprehensive modelling strategy advocated by reseachers at the London School of Economics. The papers vary in the degree of sophistication used, but anyone reading the book should gain a sound knowledge of the practical difficulties involved in model specification, evaluation, and interpretation.