Time series and dynamic models
By: Christian Gourieroux and Alain Monfort ; translated and edited by Giampiero M. Gallo.
Contributors: Monfort, Alain.; Gallo, Giampiero M.
Series: Themes in modern econometrics
Publisher: Cambridge University Press
Published: 1997
Place of publication: Cambridge
Language: eng
Number of pages: 668
Work titles: Séries temporelles et modèles dynamiques.
Notes: Originally published in French as: Séries temporelles et modèles dynamiques by Economica, 1990.

Includes bibliographical references (p[637]-654) and index.