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Finance --- Economics, Mathematical. --- Equilibrium (Economics) --- Mathematical models. --- -Economics, Mathematical --- AA / International- internationaal --- 303.1 --- 304.6 --- Disequilibrium (Economics) --- Economic equilibrium --- General equilibrium (Economics) --- Partial equilibrium (Economics) --- Economics --- Stagnation (Economics) --- Statics and dynamics (Social sciences) --- Mathematical economics --- Econometrics --- Mathematics --- Funding --- Funds --- Currency question --- Mathematical models --- Theorie van de gemiddelden (wiskundige statistiek). --- Variantie-analyse, tests. --- Methodology --- Economics, Mathematical --- DGE (Economics) --- DSGE (Economics) --- Dynamic stochastic general equilibrium (Economics) --- SDGE (Economic theory) --- Theorie van de gemiddelden (wiskundige statistiek) --- Variantie-analyse, tests --- Finance - Mathematical models.

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In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.

Statistische verdeling (wiskundige statistiek). Asymptotic theory. Density functions. --- Theorie van de gemiddelden (wiskundige statistiek). --- Mathematical statistics --- Quantitative methods (economics) --- Time-series analysis --- Econometrics --- Economics, Mathematical --- Economics, Mathematical. --- Econometrics. --- Time-series analysis. --- Social Sciences and Humanities. Economics --- Mathématiques économiques --- Econométrie --- Série chronologique --- AA / International- internationaal --- 303.0 --- 303.4 --- 303.5 --- 303.1 --- 305.0 --- 304.0 --- 330.015195 --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Statistics --- Economics --- Mathematical economics --- Mathematics --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Statistische verdeling (wiskundige statistiek). Asymptotic theory. Density functions --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Theorie van de gemiddelden (wiskundige statistiek) --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Methodology --- Business, Economy and Management --- Time series analysis