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Dynamic Model Analysis
Faliva, Mario; Zoia, Maria Grazia
€ 158.24
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Description for Dynamic Model Analysis
Hardback. This monograph provides an insightful analysis of dynamic modeling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes. Num Pages: 218 pages, biography. BIC Classification: KCA; KCH; KJQ; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 1110.
This second edition sees the light three years after the first one: too short a time to feel seriously concerned to redesign the entire book, but sufficient to be challenged by the prospect of sharpening our investigation on the working of econometric dynamic models and to be inclined to change the title of the new edition by dropping the “Topics in” of the former edition. After considerable soul searching we agreed to include several results related to topics already covered, as well as additional sections devoted to new and sophisticated techniques, which hinge mostly on the latest research work on ... Read more
This second edition sees the light three years after the first one: too short a time to feel seriously concerned to redesign the entire book, but sufficient to be challenged by the prospect of sharpening our investigation on the working of econometric dynamic models and to be inclined to change the title of the new edition by dropping the “Topics in” of the former edition. After considerable soul searching we agreed to include several results related to topics already covered, as well as additional sections devoted to new and sophisticated techniques, which hinge mostly on the latest research work on ... Read more
Product Details
Format
Hardback
Publication date
2008
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
218
Condition
New
Number of Pages
218
Place of Publication
Berlin, Germany
ISBN
9783540859956
SKU
V9783540859956
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Dynamic Model Analysis
From the reviews of the second edition: “Researchers and postgraduate students in time series econometrics, statistics, matrix mathematics and other related areas. … provide an insightful analysis of dynamic modelling in econometrics by a self-contained and analytic setting to guide formulation and solution in closed form of vector autoregressive models with unit roots. … The presentation of the book ... Read more