
Title

Dynamic Econometrics (Advanced Texts in Econometrics),New
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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 selfcontained, 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.About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
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We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Frequently Asked Questions
- Q: What is the main focus of 'Dynamic Econometrics'? A: The book primarily focuses on developing an operational econometric approach to model sustainable and interpretable relationships between observed economic variables, particularly in time series analysis.
- Q: Who is the author of 'Dynamic Econometrics'? A: 'Dynamic Econometrics' is authored by David F. Hendry, a prominent figure in the field of econometrics.
- Q: Is this book suitable for beginners in econometrics? A: Yes, the book is self-contained and is suitable for first-year graduate students, featuring solved examples and exercises to aid in teaching.
- Q: What are some key features of this book? A: Key features include discussions on model discovery, data mining, recursive methods, and practical problems like collinearity and measurement errors.
- Q: How many pages does 'Dynamic Econometrics' have? A: The book contains a total of 904 pages.
- Q: What type of binding does this book have? A: 'Dynamic Econometrics' is available in paperback binding.
- Q: When was 'Dynamic Econometrics' published? A: The book was published on April 13, 1995.
- Q: What series is 'Dynamic Econometrics' part of? A: It is part of the 'Advanced Texts in Econometrics' series, which covers various advanced topics in econometrics.
- Q: Does the book provide any appendices? A: Yes, the book includes appendices that cover the necessary technical background, making it more accessible for readers.
- Q: What condition is the book in when purchased? A: The book is in new condition, ensuring it is mint and ready for immediate dispatch.