Description: Further DetailsTitle: Applied Time Series EconometricsCondition: NewEAN: 9780521547871ISBN: 9780521547871Publisher: Cambridge University PressFormat: PaperbackRelease Date: 08/04/2004Description: 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.Language: EnglishCountry/Region of Manufacture: GBItem Height: 229mmItem Length: 152mmItem Width: 20mmItem Weight: 490gContributor: Helmut Lütkepohl (Edited by), Markus Krätzig (Edited by)Author: Helmut LütkepohlGenre: Business & FinanceBook Series: Themes in Modern EconometricsRelease Year: 2004 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Applied Time Series Econometrics
Title: Applied Time Series Econometrics
EAN: 9780521547871
ISBN: 9780521547871
Release Date: 08/04/2004
Release Year: 2004
Country/Region of Manufacture: GB
Contributor: Markus Krätzig (Edited by)
Genre: Business & Finance
Number of Pages: 352 Pages
Language: English
Publication Name: Applied Time Series Econometrics
Publisher: Cambridge University Press
Publication Year: 2004
Item Height: 0.8 in
Subject: Probability & Statistics / Time Series, Econometrics
Type: Textbook
Item Weight: 17.3 Oz
Item Length: 9 in
Author: Michael Wickens
Subject Area: Mathematics, Business & Economics
Item Width: 6 in
Series: Themes in Modern Econometrics Ser.
Format: Trade Paperback
