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Dynamic Econometrics (Advanced Texts in Econometrics),Used
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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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- Q: How many pages does this book have? A: This book has nine hundred four pages. It provides a comprehensive examination of econometric modeling and time series analysis.
- Q: What is the binding type of this book? A: The binding type of this book is paperback. This makes it more affordable and convenient for students.
- Q: Who is the author of this book? A: The author of this book is David F. Hendry. He is a distinguished econometrician with extensive knowledge in the field.
- Q: What topics does this book cover? A: This book covers econometric modeling, time series analysis, and methodological issues. It also discusses major tools and practical problems in econometrics.
- Q: Is this book suitable for beginners? A: Yes, this book is suitable for first year graduate students. It includes solved examples and exercises to facilitate learning.
- Q: Does this book include practical examples? A: Yes, it includes numerous solved examples and exercises. This enhances its usability for teaching purposes.
- Q: What are the main features of this book? A: The book features new, mint condition, and same-day dispatch for orders received before twelve noon. It also guarantees packaging and no-quibble returns.
- Q: Is there a study of US money demand in this book? A: Yes, there is an extensive study of US money demand included. This analysis is part of the broader econometric exploration.
- Q: What is the main aim of this book? A: The main aim of the book is to develop an operational econometric approach for constructive modeling. It addresses both theoretical and practical aspects.
- Q: How does this book help with econometric modeling? A: This book helps by providing a framework for discovering sustainable and interpretable relationships between economic variables. It combines theory with practical issues.
- Q: What is included in the appendices of this book? A: The appendices cover the technical background necessary for understanding the book's content. This makes it accessible for students.
- Q: Can I find advanced econometric topics in this book? A: Yes, advanced topics such as stochastic probability and cointegration are discussed. This makes it a valuable resource for serious students.
- Q: What kind of readers would benefit from this book? A: Graduate students and researchers in econometrics would benefit significantly. It provides depth beyond introductory materials.
- Q: How is the content structured in this book? A: The content is structured to explain the nature and applicability of econometric topics in greater depth. This enhances understanding for readers.
- Q: Is this book part of a series? A: Yes, this book is part of the Advanced Texts in Econometrics series. This series features leading econometricians discussing recent developments.