01871cam a22002892 b45000010008000000030008000080050017000160060019000330070015000520080041000670200018001080200065001260240018001910350026002090370013002350400033002480820024002811000026003052100025003312450025003562600056003813650015004374400040004525060043004925200986005355210060015217690065BD-DhUL20150203075224.0m        d        cr  n         950209e19950413ncua    s|||||||| 2|eng|d  a9780198283164  a0198283164 (Trade Paper)cUSD 99.00 Retail Price (Publisher)3 a9780198283164  a(WaSeSS)ssj0000086394  b00020142  aBIP USdWaSeSSdBD-DhULcDLC00a330.015195220bHED1 aHendry, DavideAuthor10aDynamic Econometrics10aDynamic econometrics  aNew York : bOxford University Press, cApril 1995.  aUS$b25.00 0aAdvanced Texts in Econometrics Ser.  aLicense restrictions may limit access.8 aAnnotationbThis book confronts the practical problems of modelling aggregate time series data, in a systematic and intergrated framework.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 withmethodological 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 includesan extensive study of US money demand.The book is self-contained, 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.  aCollege AudiencebOxford University Press, Incorporated