Dynamic Econometrics

Dynamic Econometrics
By:David F. Hendry
Published on 1995 by Oxford University Press on Demand

This 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.

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Book ID of Dynamic Econometrics's Books is XcWVN2-2ZqIC, Book which was written byDavid F. Hendryhave ETAG "ril8RJX9dqQ"

Book which was published by Oxford University Press on Demand since 1995 have ISBNs, ISBN 13 Code is 9780198283164 and ISBN 10 Code is 0198283164

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Book which have "869 Pages" is Printed at BOOK under CategoryBusiness and Economics

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