Time series models, causality and exogeneity

書誌事項

Time series models, causality and exogeneity

edited by Omar F. Hamouda and J.C.R. Rowley

(Foundations of probability, econometrics, and economic games, v. 8)(An Elgar reference collection)

Edward Elgar, c1997

大学図書館所蔵 件 / 全65件

この図書・雑誌をさがす

注記

Includes of bibliographical references and index

内容説明・目次

内容説明

This is the eighth volume in a ten-volume set designed for publication in 1997. It reprints in book form a selection of the most important and influential articles on probability, econometrics and economic games which cumulatively have had a major impact on the development of modern economics. There are 242 articles, dating from 1936 to 1996. Many of them were originally published in relatively inaccessible journals and may not, therefore, be available in the archives of many university libraries. The volumes are available separately and also as a complete ten-volume set. The contributors include D. Ellsberg, R.M. Hogart, J.B. Kadane, B.O. Koopmans, E.L. Lehman, D.F. Nicholls, H. Rubin, T.J. Sarjent, L.H. Summers and C.R. Wymer. This particular volume deals with the time series models.

目次

Contents: Series introduction by Omar F. Hamouda and J.C.R. Rowley Introduction: 'Time Series Models, Causality and Exogeneity' by Omar F. Hamouda and J.C.R. Rowley Part I: Mimic Cycles and Simulation Part II: Calibration Part III: Time Series Models: Estimation, Identification and Intervention Part IV: Causality and Exogeneity Part V: Spectral Approaches Name Index

「Nielsen BookData」 より

関連文献: 2件中  1-2を表示

詳細情報

  • NII書誌ID(NCID)
    BA31313944
  • ISBN
    • 1858984408
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cheltenham
  • ページ数/冊数
    xxx, 502 p.
  • 大きさ
    25 cm
  • 件名
  • 親書誌ID
ページトップへ

AltStyle によって変換されたページ (->オリジナル) /