01922cam a22003132 b4500 7690065 BD-DhUL 20150203075224.0 m d cr n 950209e19950413ncua s|||||||| 2|eng|d 9780198283164 0198283164 (Trade Paper) USD 99.00 Retail Price (Publisher) 9780198283164 (WaSeSS)ssj0000086394 00020142 BIP US WaSeSS BD-DhUL DLC 330.015195 20 HED Hendry, David Author Dynamic Econometrics Dynamic econometrics New York : Oxford University Press, April 1995. US$ 25.00 Advanced Texts in Econometrics Ser. License restrictions may limit access. Annotation This 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. College Audience Oxford University Press, Incorporated ddc BK 2528 2528 0 0 ddc 0 330_015195000000000_HED 0 NFIC 4808 DUSL DUSL GEN 1997-10-02 Purchased 330.015195 HED 364808 2014-08-13 1 2014-08-13 BK