{"product_id":"time-series-and-dynamic-models-themes-in-modern-econometrics-0521411467","title":"Time Series and Dynamic Models (Themes in Modern Econometrics)","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 0521411467\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Gourieroux, Christian\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003eConcisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analysis of the statistical origins of topics such as seasonal adjustment, causality, exogeneity, cointegration, prediction, and forecasting. Their treatment of Box-Jenkins models and the Kalman filter represents a synthesis of the most recent theoretical and applied work in these areas.\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51940652744992,"sku":"NEW0521411467","price":284.6,"currency_code":"USD","in_stock":false}],"url":"https:\/\/miakarts.com\/products\/time-series-and-dynamic-models-themes-in-modern-econometrics-0521411467","provider":"Miakarts Books","version":"1.0","type":"link"}