The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Helmut Lütkepohl is Professor of Economics at the European University Institute in Florence, Italy. He is on leave from Humboldt University Berlin where he has been Professor of Econometrics in the Faculty of Economics and Business Administration since 1992. He had previously been Professor of Statistics at the University of Kiel (1987–1992) and the University of Hamburg (1985-1987) and was Visiting Assistant Professor at the University of California, San Diego (1984-85). Professor Lütkepohl is Associate Editor of Econometric Theory, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics and Econometric Reviewa. He has published extensively in learned journals and books and is author, co-author and editor of a number of books in econometrics and time series analysis. Professor Lütkepohl is the author of Introduction to Multiple Time Series Analysis (1991) and a Handbook of Matrices (1996). His current teaching and research interests include methodological issues related to the study of nonstationary, integrated time series and the analysis of the transmission mechanism of monetary policy in the Euro area.
Markus Krätzig is a doctoral student in the Department of Economics at Humboldt University, Berlin.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 3,45 für den Versand innerhalb von/der USA
Versandziele, Kosten & DauerEUR 3,89 für den Versand innerhalb von/der USA
Versandziele, Kosten & DauerAnbieter: Bookmans, Tucson, AZ, USA
paperback. Zustand: Good. Satisfaction 100% guaranteed. Bestandsnummer des Verkäufers mon0002661858
Anzahl: 1 verfügbar
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Bestandsnummer des Verkäufers GOR007766799
Anzahl: 1 verfügbar
Anbieter: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Deutschland
gebundene Ausgabe. Zustand: Gut. 323 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Einbandkanten sind leicht bestoßen; Buchschnitt staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 600. Bestandsnummer des Verkäufers 1719543
Anzahl: 1 verfügbar
Anbieter: Labyrinth Books, Princeton, NJ, USA
Zustand: New. Bestandsnummer des Verkäufers 089761
Anzahl: 1 verfügbar
Anbieter: Toscana Books, AUSTIN, TX, USA
Paperback. Zustand: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Bestandsnummer des Verkäufers Scanned0521547873
Anzahl: 1 verfügbar
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Zustand: New. Bestandsnummer des Verkäufers ABLIING23Feb2416190006737
Anzahl: Mehr als 20 verfügbar
Anbieter: California Books, Miami, FL, USA
Zustand: New. Bestandsnummer des Verkäufers I-9780521547871
Anzahl: Mehr als 20 verfügbar
Anbieter: Grand Eagle Retail, Bensenville, IL, USA
Paperback. Zustand: new. Paperback. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9780521547871
Anzahl: 1 verfügbar
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In. Bestandsnummer des Verkäufers ria9780521547871_new
Anzahl: Mehr als 20 verfügbar
Anbieter: medimops, Berlin, Deutschland
Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Bestandsnummer des Verkäufers M00521547873-G
Anzahl: 1 verfügbar