Introduction to Modern Time Series Analysis
Kirchgassner, Gebhard
Verkauft von Chiron Media, Wallingford, Vereinigtes Königreich
AbeBooks-Verkäufer seit 2. August 2010
Neu - Softcover
Zustand: Neu
Anzahl: 10 verfügbar
In den Warenkorb legenVerkauft von Chiron Media, Wallingford, Vereinigtes Königreich
AbeBooks-Verkäufer seit 2. August 2010
Zustand: Neu
Anzahl: 10 verfügbar
In den Warenkorb legenBestandsnummer des Verkäufers 6666-IUK-9783642440298
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
TBA
Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.