Vendeur : online-buch-de, Dozwil, Suisse
EUR 21
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierEtat : gebraucht; sehr gut. Softcover, minimale Standspuren, praktisch wie ungebraucht, Springer 2008.
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
EUR 38,23
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Ajouter au panierEtat : New. In.
EUR 34,53
Autre deviseQuantité disponible : 10 disponible(s)
Ajouter au panierPF. Etat : New.
Edité par Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10 : 3642440290 ISBN 13 : 9783642440298
Langue: anglais
Vendeur : Rarewaves.com UK, London, Royaume-Uni
EUR 44,12
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierPaperback. 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.
Edité par Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10 : 3642440290 ISBN 13 : 9783642440298
Langue: anglais
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
EUR 48,21
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierPaperback. 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.
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 37,48
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
Vendeur : medimops, Berlin, Allemagne
EUR 52,79
Autre deviseQuantité disponible : 1 disponible(s)
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.
Vendeur : books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Allemagne
EUR 49,95
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au paniergebundene Ausgabe. Etat : Gut. 274 Seiten; Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 560.
Vendeur : books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Allemagne
EUR 49,95
Autre deviseQuantité disponible : 3 disponible(s)
Ajouter au paniergebundene Ausgabe. Etat : Gut. 274 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; einige Anstreichungen im Text; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 560.
EUR 45,70
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
Vendeur : Corner of a Foreign Field, Tokyo, TOKYO, Japon
EUR 61,29
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierHardcover. Etat : As New. No Jacket. 2nd Edition. As new.Ships from Japan.Usually ships in 1-2 working days.
Edité par Springer Berlin Heidelberg, 2014
ISBN 10 : 3642440290 ISBN 13 : 9783642440298
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
EUR 69,54
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierTaschenbuch. 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.
Edité par Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10 : 3642440290 ISBN 13 : 9783642440298
Langue: anglais
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 69,54
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
Vendeur : Best Price, Torrance, CA, Etats-Unis
EUR 61,15
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierEtat : New. SUPER FAST SHIPPING.
Vendeur : Books Puddle, New York, NY, Etats-Unis
EUR 88,39
Autre deviseQuantité disponible : 4 disponible(s)
Ajouter au panierEtat : New.
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
EUR 97,68
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New. In English.
Edité par Springer Berlin Heidelberg, 2012
ISBN 10 : 3642334350 ISBN 13 : 9783642334351
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
EUR 96,29
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierBuch. 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.
Vendeur : Revaluation Books, Exeter, Royaume-Uni
EUR 98,32
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierPaperback. Etat : Brand New. 2nd edition. 332 pages. 9.00x6.25x0.75 inches. In Stock.
EUR 92,70
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
Vendeur : Best Price, Torrance, CA, Etats-Unis
EUR 87,16
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierEtat : New. SUPER FAST SHIPPING.
Edité par Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10 : 3642334350 ISBN 13 : 9783642334351
Langue: anglais
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 96,29
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierBuch. Etat : Neu. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 97,67
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 105,99
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : As New. Unread book in perfect condition.
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
EUR 96,47
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : Like New. Like New. book.
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 65,72
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
EUR 126,35
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : As New. Unread book in perfect condition.
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 129,81
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : As New. Unread book in perfect condition.
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
EUR 120,29
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierHardcover. Etat : Like New. Like New. book.
EUR 139,56
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierHardcover. Etat : Brand New. 2nd edition. 331 pages. 9.50x6.50x1.00 inches. In Stock.
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 93,30
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.