Edité par Cambridge University Press (edition ), 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
EUR 6,41
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Ajouter au panierPaperback. Etat : Good. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Better World Books, Mishawaka, IN, Etats-Unis
EUR 7,58
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Ajouter au panierEtat : Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Bookmans, Tucson, AZ, Etats-Unis
EUR 4,85
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Ajouter au panierpaperback. Etat : Good. Satisfaction 100% guaranteed.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : medimops, Berlin, Allemagne
EUR 25,32
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Ajouter au panierEtat : 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.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : medimops, Berlin, Allemagne
EUR 25,83
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierEtat : very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
Edité par Cambridge University Press, 2010
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Allemagne
EUR 24,95
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Ajouter au paniergebundene Ausgabe. Etat : Gut. 323 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Einbandkanten sind leicht bestoßen; Buchschnitt staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 600.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : WorldofBooks, Goring-By-Sea, WS, Royaume-Uni
EUR 33,24
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Ajouter au panierPaperback. Etat : Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Labyrinth Books, Princeton, NJ, Etats-Unis
EUR 34,02
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Ajouter au panierEtat : New.
Edité par Cambridge University Press, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : BMV Bloor, Toronto, ON, Canada
EUR 26,18
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Ajouter au panierEtat : Good. Hardcover with no notes or highlights. As new. Used - Good.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
EUR 55,60
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Ajouter au panierEtat : New. In.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Toscana Books, AUSTIN, TX, Etats-Unis
EUR 37,34
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Ajouter au panierPaperback. Etat : new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks.
Edité par Cambridge University Press 2010-01-05, 2010
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Chiron Media, Wallingford, Royaume-Uni
EUR 53,93
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Ajouter au panierPaperback. Etat : New.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : California Books, Miami, FL, Etats-Unis
EUR 61,10
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Ajouter au panierEtat : New.
Edité par Cambridge University Press CUP, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Books Puddle, New York, NY, Etats-Unis
EUR 69,54
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Ajouter au panierEtat : New. pp. 352 Index.
Edité par Cambridge University Press, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : Corner of a Foreign Field, Tokyo, TOKYO, Japon
Edition originale
EUR 69,82
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierHardcover. Etat : Very Good. No Jacket. 1st Edition. 2004.Hardcover.Very good condition.323 pages.Ships from Japan.Usually ships in 1-2 working days.
Edité par Cambridge University Press, Cambridge, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : CitiRetail, Stevenage, Royaume-Uni
EUR 61,91
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : new. Paperback. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
EUR 83,24
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Edité par Cambridge University Press, Cambridge, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : AussieBookSeller, Truganina, VIC, Australie
EUR 80,74
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : new. Paperback. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 53,49
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Ajouter au panierEtat : New.
Edité par Cambridge University Press, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : BennettBooksLtd, San Diego, NV, Etats-Unis
EUR 90,34
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Ajouter au panierpaperback. Etat : New. In shrink wrap. Looks like an interesting title!
Edité par Cambridge University Press, Cambridge, 2004
ISBN 10 : 0521547873 ISBN 13 : 9780521547871
Langue: anglais
Vendeur : Grand Eagle Retail, Mason, OH, Etats-Unis
EUR 66,11
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : new. Paperback. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Edité par Cambridge University Press, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : California Books, Miami, FL, Etats-Unis
EUR 144,89
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Ajouter au panierEtat : New.
Edité par Cambridge University Press, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : BennettBooksLtd, San Diego, NV, Etats-Unis
EUR 119,12
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierhardcover. Etat : New. In shrink wrap. Looks like an interesting title!
Edité par Cambridge University Press, Cambridge, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : CitiRetail, Stevenage, Royaume-Uni
EUR 152,15
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierHardcover. Etat : new. Hardcover. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Edité par Cambridge University Press, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 128,92
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Ajouter au panierEtat : New.
Edité par Cambridge University Press, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
EUR 185,18
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierBuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied.
Edité par Cambridge University Press, GB, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : Rarewaves.com UK, London, Royaume-Uni
EUR 197,02
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Ajouter au panierHardback. Etat : New. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Edité par Cambridge University Press, GB, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
EUR 209,89
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierHardback. Etat : New. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Edité par Cambridge University Press, Cambridge, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : AussieBookSeller, Truganina, VIC, Australie
EUR 184,87
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierHardcover. Etat : new. Hardcover. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Edité par Cambridge University Press, Cambridge, 2004
ISBN 10 : 052183919X ISBN 13 : 9780521839198
Langue: anglais
Vendeur : Grand Eagle Retail, Mason, OH, Etats-Unis
EUR 154,25
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierHardcover. Etat : new. Hardcover. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.