Introduction to Modern Time Series Analysis
0 ratings
(0.0/5.0 average)
Thanks for your vote!
Format:
Paperback / softback
$174.99
- RRP:
-
$179.95save $4.96
Buy Now, Pay Later with:
4 payments of $43.75 with Afterpay Learn more
Availability
Delivering to:
Estimated arrival:
- Around 11-21 June using International Courier
Explore more Springer Texts in Business and Economics
Description
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.
Â
Release date Australia
November 9th, 2014
Audience
- Professional & Vocational
Edition
2nd ed. 2013
Illustrations
XII, 320 p.
Pages
320
Dimensions
155x235x18
ISBN-13
9783642440298
Product ID
23783205
Customer reviews
Nobody has reviewed this product yet. You could be the first!
Write a ReviewMarketplace listings
There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!
Explore more by Gebhard Kirchgassner
