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SOCIAL SCIENCES

Social sciences examine human behavior, social structures, and interactions in various settings. Fields such as sociology, psychology, anthropology, and economics study social relationships, cultural norms, and institutions. By using different research methods, social scientists seek to understand community dynamics, the effects of policies, and factors driving social change. This field is important for tackling current issues, guiding public discussions, and developing strategies for social progress and innovation.

Posts tagged dynamic models
Time Series and Dynamic Models

By Christian Gourieroux, Alain Monfort

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.

Cambridge University Press, 1997, 668 pages