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Sprache: Englisch
Verlag: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
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In den WarenkorbPaperback. Zustand: New. Second Edition 2013. 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.
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Sprache: Englisch
Verlag: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
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In den WarenkorbPaperback. Zustand: New. Second Edition 2013. 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.
Sprache: Englisch
Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
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Taschenbuch. Zustand: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
Sprache: Englisch
Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
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Zustand: New. 2012. 2nd ed. 2013. Hardcover. This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data. Series: Springer Texts in Business and Economics. Num Pages: 320 pages, biography. BIC Classification: KCB; KCH; PBT; PBUD. Category: (P) Professional & Vocational. Dimension: 160 x 239 x 28. Weight in Grams: 628. . . . . .
Sprache: Englisch
Verlag: Springer Berlin Heidelberg, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
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Sprache: Englisch
Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
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Zustand: New. 2012. 2nd ed. 2013. Hardcover. This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data. Series: Springer Texts in Business and Economics. Num Pages: 320 pages, biography. BIC Classification: KCB; KCH; PBT; PBUD. Category: (P) Professional & Vocational. Dimension: 160 x 239 x 28. Weight in Grams: 628. . . . . . Books ship from the US and Ireland.
Sprache: Englisch
Verlag: Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Buch. Zustand: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
Sprache: Englisch
Verlag: Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
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Berlin, 2013. 319 pp. Hardcover.
Sprache: Englisch
Verlag: Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 332 pp. Englisch.