Articles liés à Introduction to Multiple Time Series Analysis
Synopsis
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.
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Présentation de l'éditeur
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.
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Introduction to Multiple Time Series Analysis.
Edité par
Springer Verlag, Berlin, 1993
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
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Vendeur : Antiquariat Silvanus - Inhaber Johannes Schaefer, Ahrbrück, Allemagne
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Second Edition,. XXI, 545 Pages with 34 Figures, 3540569405 Sprache: Englisch Gewicht in Gramm: 900 Groß 8°, Original-Karton (Softcover), sehr gutes und innen sauberes Exemplar, N° de réf. du vendeur 80172
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Introduction to Multiple Time Series Analysis
Edité par
Springer, 1993
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
Ancien ou d'occasion
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Vendeur : medimops, Berlin, Allemagne
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Etat : 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. N° de réf. du vendeur M03540569405-G
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Introduction to Multiple Time Series Analysis.
Edité par
Springer; Bertlin,, 1993
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
Ancien ou d'occasion
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Vendeur : Die Wortfreunde - Antiquariat Wirthwein Matthias Wirthwein, Mannheim, Allemagne
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second edition. 545 Seiten Hinterer Deckel mit leichter Kratzspur, sonst sehr gut erhalten. Sprache: Englisch Gewicht in Gramm: 891 17,0 x 3,3 x 24,2 cm, OKarton, Broschiert. N° de réf. du vendeur 66833
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Introduction to Multiple Time Series Analysis
Edité par
Springer Berlin Heidelberg, 1993
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
Neuf
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Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This graduate level textbook deals with analyzing and forecasting multiple time series. The models discussed include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simulta. N° de réf. du vendeur 4894125
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Introduction to Multiple Time Series Analysis
Edité par
Springer Berlin Heidelberg, 1993
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic. N° de réf. du vendeur 9783540569404
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Introduction to Multiple Time Series Analysis
Edité par
Springer Berlin Heidelberg Aug 1993, 1993
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic. 568 pp. Englisch. N° de réf. du vendeur 9783540569404
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Introduction to Multiple Time Series Analysis
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9783540569404_new
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Introduction to Multiple Time Series Analysis
Edité par
Springer 2013-10-04, 2013
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
Neuf
Perfect Paperback
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Perfect Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783540569404
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Introduction to Multiple Time Series Analysis
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Aug 1993, 1993
ISBN 10 : 3540569405
ISBN 13 : 9783540569404
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 568 pp. Englisch. N° de réf. du vendeur 9783540569404
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Introduction To Multiple Time Series Analysis
Vendeur : Romtrade Corp., STERLING HEIGHTS, MI, Etats-Unis
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Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. N° de réf. du vendeur ABNR-87345
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