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Synopsis
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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Présentation de l'éditeur
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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Introduction to Modern Time Series Analysis
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Introduction to Modern Time Series Analysis
Edité par
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10 : 3642440290
ISBN 13 : 9783642440298
Neuf
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Vendeur : Rarewaves.com UK, London, Royaume-Uni
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Paperback. Etat : 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. N° de réf. du vendeur LU-9783642440298
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Introduction to Modern Time Series Analysis
Edité par
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10 : 3642440290
ISBN 13 : 9783642440298
Neuf
Paperback
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : 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. N° de réf. du vendeur LU-9783642440298
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Introduction to Modern Time Series Analysis
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Introduction to Modern Time Series Analysis
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Springer, 2014
ISBN 10 : 3642440290
ISBN 13 : 9783642440298
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Introduction to Modern Time Series Analysis
Edité par
Springer, 2014
ISBN 10 : 3642440290
ISBN 13 : 9783642440298
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 22165105
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Introduction to Modern Time Series Analysis
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Introduction to Modern Time Series Analysis
Edité par
Springer Berlin Heidelberg, 2014
ISBN 10 : 3642440290
ISBN 13 : 9783642440298
Neuf
Couverture souple
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. Presents modern methods of time series econometrics and their applications to macroeconomics and financeWith numerous examples and analyses based on real economic dataHelps to acquire a rigorous understanding of the methods and to develop e. N° de réf. du vendeur 5061068
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Introduction to Modern Time Series Analysis
Edité par
Springer Berlin Heidelberg, 2014
ISBN 10 : 3642440290
ISBN 13 : 9783642440298
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : 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. N° de réf. du vendeur 9783642440298
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