Buch, Englisch, 1872 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 3418 g
Buch, Englisch, 1872 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 3418 g
Reihe: Critical Concepts in Economics
ISBN: 978-0-415-71827-1
Verlag: Routledge
Following the positive reception of The Rise of Econometrics (2013) (978-0-415-61678-2), Routledge now announces a new collection from its Critical Concepts in Economics series. With a comprehensive introduction, newly written by the editor, which places the assembled materials in their historical and intellectual context, Time Series Econometrics is an essential work of reference. This fully indexed collection will be particularly useful as an essential database allowing scattered and often fugitive material to be easily located. It will also be welcomed as a crucial tool permitting rapid access to less familiar—and sometimes overlooked—texts. For researchers and students, as well as economic policy-makers, it is a vital one-stop research and pedagogic resource.
Autoren/Hrsg.
Weitere Infos & Material
Volume I: Laying the Foundations
Part 1: Correlation and Detrending
Part 2: Spurious Correlations, Random Shocks, and Induced Cycles
Part 3: Modelling Stationary Time Series
Part 4: Developments in Estimation and Inference
Volume II: A Maturing Discipline
Part 1: Modelling Relationships Between Time Series
Part 2: Testing Time-Series Regression Models
Part 3: Causality
Volume III: Single-Equation Modelling
Part 1: Dynamic Specification
Part 2: Unit Roots, Time Trends, and Breaks
Volume IV: Multiple-Equation Modelling
Part 1: Simultaneous Equations, VARs, and Panels
Part 2: Spurious Regression, Cointegration, Common Trends, and VECMs