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Modelling Economic Series

Name: Modelling Economic Series
Brand: Oxford University Press
SKU: 9780198287360
Price: 344.92 RON
Availability: InStock

Readings in Econometric Methodology

Autor: C. W. J. Granger

Limbă:

Legare: Carte broșată

Editura: Oxford University Press

Disponibilitate: La editor doar la comandă

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344.92 lei

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

Informații despre carte

Autor

C. W. J. Granger

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

1991

Pagini

426

EAN

9780198287360

ISBN

0198287364

Enbook ID

04524947

Editura

Oxford University Press

Greutate

640

Dimensiuni

162 x 235 x 26

Descriere completă

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.