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 with methodological 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 ...
Read More
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 with methodological 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 includes an 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. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Read Less
Add this copy of Dynamic Econometrics to cart. $12.18, fair condition, Sold by ThriftBooks-Baltimore rated 5.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 1995 by Oxford University Press, USA.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. $31.18, very good condition, Sold by Solr Books rated 4.0 out of 5 stars, ships from Lincolnwood, IL, UNITED STATES, published 1995 by Oxford University Press.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. $65.27, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1995 by Oxford University Press.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. $73.89, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1995 by Oxford University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1550grams, ISBN: 9780198283164.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. $111.01, new condition, Sold by Dewey Books PTMD rated 5.0 out of 5 stars, ships from Port Tobacco, MD, UNITED STATES, published 1995 by Oxford University Press.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. $111.64, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1995 by Oxford University Press.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. $202.43, good condition, Sold by Phatpocket Limited rated 4.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 1995 by Oxford University Press, USA.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
Add this copy of Dynamic Econometrics (Advanced Texts in Econometrics) to cart. $206.46, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1995 by Oxford University Press.
