Time Series and Dynamic Models (English, Christian Gourieroux | Alain Monfort | Giampaolo Gallo)
by Christian Gourieroux | Alain Monfort | Giampaolo Gallo
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About the Book
Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analys…
ISBN: 9780521423083
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