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Item Details
| Title:
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MODELS, METHODS AND APPLICATIONS OF ECONOMETRICS
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| By: |
Greer L. Phillips, Peter C. B. Phillips (Editor) |
| Format: |
Hardback |
| List price:
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£55.95 |
| Our price: |
£50.36 |
| Discount: |
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| You save:
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£5.59 |
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| ISBN 10: |
1557861102 |
| ISBN 13: |
9781557861108 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
4 March, 1993 |
| Pages: |
528 |
| Description: |
The twenty especially commissioned esays in this volume cover a wide field of recent and topical research dealing with both theory and application of econometrics. The contributors comprise an international and distinguished group of economists, econometricians, modelers and statisticians. |
| Synopsis: |
The twenty especially commissioned esays in this volume cover a wide field of recent and topical research dealing with both theory and application of econometrics. The contributors comprise an international and distinguished group of economists, econometricians, modelers and statisticians. The volume will be of wide interest to all those concernedd with modelling, forecasting and other applications of econometrics. The volume is divided into five parts according to separate themes of research that include continuoustime modelling, finite sample theory, dynamic econometric modeling, and empirical applications in macroeconomics, industry and finance. The essays make methodological, empirical and theoretical advances in each of these fields, including many recent topics of intense research such as nonlinear modeling, parameter parsimony, business cycles, Euler equation methodology, rational expectations, vector autoregressions, cointegrated systems, unit roots and semiparametric models. The volume is dedicated to A. R. Bergstrom and contains a review of his research in these various fields and his essay, What is Econometrics? |
| Illustrations: |
8 figures |
| Publication: |
UK |
| Imprint: |
Blackwell Publishers |
| Returns: |
Returnable |
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