Articles liés à Introduction to Modern Time Series Analysis
Synopsis
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.
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
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U.S.A.: Springer, 2013
ISBN 10 : 3642334350
ISBN 13 : 9783642334351
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Vendeur : Corner of a Foreign Field, Tokyo, TOKYO, Japon
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Hardcover. Etat : As New. No Jacket. 2nd Edition. As new.Ships from Japan.Usually ships in 1-2 working days. N° de réf. du vendeur 21
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
Edité par
Springer, 2012
ISBN 10 : 3642334350
ISBN 13 : 9783642334351
Ancien ou d'occasion
Couverture rigide
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 M03642334350-G
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Introduction to Modern Time Series Analysis
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Etat : New. N° de réf. du vendeur 19111798-n
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
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Introduction to Modern Time Series Analysis (Hardcover)
Edité par
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2012
ISBN 10 : 3642334350
ISBN 13 : 9783642334351
Neuf
Couverture rigide
Vendeur : Grand Eagle Retail, Mason, OH, Etats-Unis
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Hardcover. Etat : new. Hardcover. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9783642334351
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Introduction to Modern Time Series Analysis
Edité par
Springer, 2012
ISBN 10 : 3642334350
ISBN 13 : 9783642334351
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 19111798
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In English. N° de réf. du vendeur ria9783642334351_new
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Introduction to Modern Time Series Analysis
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : New. N° de réf. du vendeur 19111798-n
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Introduction to Modern Time Series Analysis
Edité par
Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10 : 3642334350
ISBN 13 : 9783642334351
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9783642334351
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