Gourieroux, Christian, Time series and dynamic models / - Cambridge ; New York : Cambridge University Press, 1997. - xv, 668 p. : ill. ; 24 cm. - Themes in modern econometrics . Translation of the 2nd French edition, revised and updated. ISBN: 0521411467 9780521411462 0521423082 (pbk.) 9780521423083 (pbk.) Subjects--Topical Terms: Economics, Mathematical.Econometrics.Time-series analysis. Dewey Class. No.: 330 CAM 1997 A015 Or.