Attempting to bridge the gap between the theoretical literature and advanced applied work using time series data, this book emphasizes the intuitive aspects behind the theoretical results, and so provides insights into the solutions of real world applied problems. Recent theoretical innovations such as co-integration, error correction models, ARCH models, disequilibrium Maximum Likelihood models and the Kalman filter are discussed in a framework which builds on standard textbook econometrics. Applications of these theoretical developments are illustrated with real-world practical examples of model building. this book is designed for graduate students of econometrics.
- ISBN10 0472103288
- ISBN13 9780472103287
- Publish Date 19 February 2018 (first published 1 October 1991)
- Publish Status Out of Print
- Out of Print 4 February 2010
- Publish Country US
- Imprint The University of Michigan Press
- Format Hardcover
- Pages 250
- Language English