Time Series and Dynamic Models

Concisely Written And Up-To-Date This Book Provides A Unified And Comprehensive Analysis Of The Full Range Of Topics That Comprise Modern Time Series Econometrics. While It Does Demand A Good Quantitative Grounding It Does Not Require A High Mathematical Rigor Or A Deep Knowledge Of Economics. One Of The Book''S Most Attractive Features Is The Close Attention It Pays Throughout To Economic Models And Phenomena. The Authors Provide A Sound Analysis Of The Statistical Origins Of Topics Such As Seasonal Adjustment Causality Exogeneity Cointegration Prediction And Forecasting. Their Treatment Of Box-Jenkins Models And The Kalman Filter Represents A Synthesis Of The Most Recent Theoretical And Applied Work In These Areas.