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Time Series and Dynamic Models

by Gourieroux, Christian A Gourieroux

  • ISBN: 9780521423083
  • ISBN10: 0521423082

Time Series and Dynamic Models

by Gourieroux, Christian A Gourieroux

  • List Price: $99.99
  • Binding: Paperback
  • Publisher: Cambridge University Press
  • Publish date: 01/01/1997
  • ISBN: 9780521423083
  • ISBN10: 0521423082
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Description: "In my opinion, it is the best general text on time series analysis available. It is a masterpiece. Organization is impeccable. Results flow seamlessly from one to the next. The writing, for the most part, is very accessible. It nicely balances mathematical formality with a hands-on, tone that tells you what is "really going on." riskbook.com
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