Dynamic Econometrics |
|
| Author:
| Hendry, David F. |
| Series title: | Advanced Texts in Econometrics Ser. |
| ISBN: | 978-0-19-828316-4 |
| Publication Date: | Apr 1995 |
| Publisher: | Oxford University Press, Incorporated
|
| Book Format: | Paperback |
| List Price: | USD $130.00 |
Book 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.
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.