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Item Details
| Title:
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DYNAMIC ECONOMETRICS
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| By: |
David F. Hendry |
| Format: |
Paperback |
| List price:
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£105.00 |
| Our price: |
£105.00 |
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| ISBN 10: |
0198283164 |
| ISBN 13: |
9780198283164 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
OXFORD UNIVERSITY PRESS |
| Pub. date: |
23 February, 1995 |
| Series: |
Advanced Texts in Econometrics |
| Pages: |
904 |
| Description: |
Professor Hendry has written a systematic and lucid style of econometric modelling of economic time series data. He presents and analyses methodological issues, theoretical developments such as cointegration, and important practical problems. This selfcontained and empirically-oriented work is highly suitable for both practising economists and students, and includes an extensive study of US money demand. |
| Synopsis: |
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 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. |
| Illustrations: |
numerous line figures and tables |
| Publication: |
UK |
| Imprint: |
Oxford University Press |
| Returns: |
Returnable |
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