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Time Series Models, Causality and Exogeneity

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: £162.00 Online: £145.80
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