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Time Series Models, Causality and Exogeneity

Foundations of Probability, Econometrics and Economic Games series
Edited by O.F. Hamouda, Professor of Economics, York University, Canada and J.C.R. Rowley, Professor of Economics, McGill University, Canada
Extent: 544 pp
Hardback Price: £157.00 Online: £141.30
Publication Date: 1997
ISBN: 978 1 85898 440 7
Availability: In Stock

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  • Economics and Finance
  • Econometrics
Contributors include: F.L. Adelman, I. Adelman, K.D. Hoover, M.G. Kendall, M.B. Priestley, T.J. Sargent, A. Zellner
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