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Time Series and Dynamic Models

By: Paris) Gourieroux Christian (CREST-INSEE (Author) , Paris) Monfort Alain (CREST-INSEE (Author) , Giampiero Gallo (Author)

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Ksh 7,900.00

Format: Paperback or Softback

ISBN-13: 9780521423083

Publisher: Cambridge University Press

Publication Date: Jan 13th, 1997

Weight: 1000 grams

Dimension: 22.90 x 15.20 x 3.80 cms

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This is the first fully comprehensive textbook to integrate traditional and modern time series econometric modelling. The mathematical rigour of the book is high but excessive technicalities have been avoided. The coverage represents a major reference tool for graduate students, researchers and applied economists.

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