{"product_id":"time-series-and-dynamic-models-9780521423083","title":"Time Series and Dynamic Models","description":"\u003cp\u003e • Author(s): Christian Gourieroux | Alain Monfort | Giampaolo Gallo\u003cbr\u003e • Publisher: Cambridge University Press\u003cbr\u003e • Publisher Imprint: Cambridge University Press\u003cbr\u003e • BISAC: Econometrics\u003c\/p\u003e\u003cp\u003eConcisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analysis of the statistical origins of topics such as seasonal adjustment, causality, exogeneity, cointegration, prediction, and forecasting. Their treatment of Box-Jenkins models and the Kalman filter represents a synthesis of the most recent theoretical and applied work in these areas.\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Paperback","offer_id":47614742724759,"sku":"9780521423083","price":6467.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780521423083.webp?v=1775095960","url":"https:\/\/atlanticbooks.com\/products\/time-series-and-dynamic-models-9780521423083","provider":"Atlantic Books","version":"1.0","type":"link"}