Time series and dynamic models
By: Christian Gourieroux, Alain Monfort ; translated and edited by Giampiero M. Gallo.
Contributors: Monfort, Alain, 1943-; Gallo, Giampiero M.
Series: Themes in modern econometrics
Publisher: Cambridge University Press
Published: 1997
Place of publication: New York
Language: eng
Number of pages: 668
Subjects: Economics, Mathematical; Econometrics; Time-series analysis
Notes: Includes bibliographical references and index.
Translation of the 2nd French edition, revised and updated