Time Series Models, Causality and Exogeneity

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Time Series Models, Causality and Exogeneity

9781858984407 Edward Elgar Publishing
Edited by O.F. Hamouda, Professor of Economics, York University, Canada and J.C.R. Rowley, Professor of Economics, McGill University, Canada
Publication Date: 1997 ISBN: 978 1 85898 440 7 Extent: 544 pp

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Contributors
Contents
Contributors
Contributors include: F.L. Adelman, I. Adelman, K.D. Hoover, M.G. Kendall, M.B. Priestley, T.J. Sargent, A. Zellner
Contents
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

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