Time Series Econometrics
Seiten
2015
Routledge
978-0-415-71827-1 (ISBN)
Routledge
978-0-415-71827-1 (ISBN)
A new title from Routledge, this is a four-volume collection of cutting-edge and foundational research.
In the memorable words of Ragnar Frisch, econometrics is ‘a unification of the theoretical–quantitative and the empirical–quantitative approach to economic problems’. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vast—and still rapidly growing—body of literature.
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.
In the memorable words of Ragnar Frisch, econometrics is ‘a unification of the theoretical–quantitative and the empirical–quantitative approach to economic problems’. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vast—and still rapidly growing—body of literature.
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.
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
Reihe/Serie | Critical Concepts in Economics |
---|---|
Verlagsort | London |
Sprache | englisch |
Maße | 156 x 234 mm |
Gewicht | 3492 g |
Themenwelt | Wirtschaft ► Allgemeines / Lexika |
Wirtschaft ► Betriebswirtschaft / Management | |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 0-415-71827-9 / 0415718279 |
ISBN-13 | 978-0-415-71827-1 / 9780415718271 |
Zustand | Neuware |
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