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Edité par Vahlen Franz GmbH, 2015
ISBN 10 : 3800648288ISBN 13 : 9783800648283
Vendeur : Buchpark, Trebbin, Allemagne
Livre
Etat : Hervorragend. Zustand: Hervorragend | Seiten: 1818 | Sprache: Deutsch | Produktart: Bücher.
Edité par Walter de Gruyter, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : New.
Edité par de Gruyter, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Livre impression à la demande
PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Edité par De Gruyter Oldenbourg Jan 2011, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Livre impression à la demande
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Frontmatter -- Inhalt / Contents -- Special Issue on Economic Forecasts: Guest Editorial -- Abhandlungen / Original Papers -- Information or Institution -- Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP -- A Factor Model for Euro-area Short-term Inflation Analysis -- Combining Survey Forecasts and Time Series Models: The Case of the Euribor -- Predictive Ability of Business Cycle Indicators under Test -- Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights -- Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors -- Practice and Prospects of Medium-term Economic Forecasting -- Buchbesprechungen / Book Reviews 176 pp. Englisch.
Edité par Walter de Gruyter, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : As New. Unread book in perfect condition.
Edité par De Gruyter Oldenbourg, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Edité par De Gruyter Oldenbourg 2011-01, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Livre
PF. Etat : New.
Edité par Walter de Gruyter, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : New.
Edité par De Gruyter Oldenbourg, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Livre
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- Inhalt / Contents -- Special Issue on Economic Forecasts: Guest Editorial -- Abhandlungen / Original Papers -- Information or Institution -- Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP -- A Factor Model for Euro-area Short-term Inflation Analysis -- Combining Survey Forecasts and Time Series Models: The Case of the Euribor -- Predictive Ability of Business Cycle Indicators under Test -- Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights -- Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors -- Practice and Prospects of Medium-term Economic Forecasting -- Buchbesprechungen / Book Reviews.
Edité par Walter de Gruyter, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Livre
Etat : New.
Edité par Springer, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Livre
Etat : New.
Edité par Springer, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : New.
Edité par De Gruyter Oldenbourg, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : moluna, Greven, Allemagne
Livre impression à la demande
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Frontmatter -- Inhalt / Contents -- Special Issue on Economic Forecasts: Guest Editorial -- Abhandlungen / Original Papers -- Information or Institution? -- Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Ev.
Edité par Walter de Gruyter, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : As New. Unread book in perfect condition.
Edité par de Gruyter, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Livre impression à la demande
PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Edité par Springer Berlin Heidelberg, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : Buchpark, Trebbin, Allemagne
Livre
Etat : Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. | Seiten: 232 | Sprache: Englisch.
Edité par De Gruyter Oldenbourg, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : booksXpress, Bayonne, NJ, Etats-Unis
Livre impression à la demande
Soft Cover. Etat : new. This item is printed on demand.
Edité par Springer Berlin Heidelberg Jan 2004, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Livre impression à la demande
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of 'too many incredible restrictions' based on 'supposed a priori knowledge' in large scale macroeconometric models which were popular at that time. Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Ever since his influential paper these models have been employed extensively to characterize the underlying dynamics in systems of time series. In particular, tools to summarize the dynamic interaction between the system variables, such as impulse response analysis or forecast error variance decompo sitions, have been developed over the years. The econometrics of VAR models and related quantities is now well established and has found its way into various textbooks including inter alia Llitkepohl (1991), Hamilton (1994), Enders (1995), Hendry (1995) and Greene (2002). The unrestricted VAR model provides a general and very flexible framework that proved to be useful to summarize the data characteristics of economic time series. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system. 232 pp. Englisch.
Edité par Springer, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : New.
Edité par Springer Berlin Heidelberg, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : moluna, Greven, Allemagne
Livre impression à la demande
Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims (1980) critiq.
Edité par Springer Berlin Heidelberg, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Livre
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of 'too many incredible restrictions' based on 'supposed a priori knowledge' in large scale macroeconometric models which were popular at that time. Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Ever since his influential paper these models have been employed extensively to characterize the underlying dynamics in systems of time series. In particular, tools to summarize the dynamic interaction between the system variables, such as impulse response analysis or forecast error variance decompo sitions, have been developed over the years. The econometrics of VAR models and related quantities is now well established and has found its way into various textbooks including inter alia Llitkepohl (1991), Hamilton (1994), Enders (1995), Hendry (1995) and Greene (2002). The unrestricted VAR model provides a general and very flexible framework that proved to be useful to summarize the data characteristics of economic time series. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system.
Edité par De Gruyter Oldenbourg, 2011
ISBN 10 : 3828205356ISBN 13 : 9783828205352
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Livre
Paperback. Etat : Brand New. 176 pages. 9.61x6.69x0.38 inches. In Stock.
Edité par Springer, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : As New. Unread book in perfect condition.
Edité par Springer, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Livre
Paperback. Etat : Like New. Like New. book.
Edité par Springer, 2004
ISBN 10 : 3540206434ISBN 13 : 9783540206439
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : As New. Unread book in perfect condition.