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9780521423083

Time Series and Dynamic Models

Time Series and Dynamic Models
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  • ISBN-13: 9780521423083
  • ISBN: 0521423082
  • Publisher: Cambridge University Press

AUTHOR

Gourieroux, Christian, Monfort, Alain, Gallo, Giampiero M.

SUMMARY

In this book the authors provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. The book is divided into four sections.Gourieroux, Christian is the author of 'Time Series and Dynamic Models' with ISBN 9780521423083 and ISBN 0521423082.

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