by David F . Hendry (Author)
In a systematic and lucid style of econometric modelling of economic time series data, this text presents and analyses methodological issues, theoretical developments such as cointegration, and important practical problems. It should be suitable for both practising economists and students, and includes an extensive study of US money demand.
Format: Paperback
Pages: 904
Publisher: OUP Oxford
Published: 23 Feb 1995
ISBN 10: 0198283164
ISBN 13: 9780198283164