عنوان
پدید آورنده
موضوع
رده
HB139 .B984 2015
HB139
.
B984
2015
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1137525339
(Number (ISBN
9781137525338
NATIONAL BIBLIOGRAPHY NUMBER
Number
b549263
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Time Series Econometrics :
General Material Designation
[Book]
Other Title Information
a Concise Introduction
First Statement of Responsibility
by Terence C. Mills.
.PUBLICATION, DISTRIBUTION, ETC
Name of Publisher, Distributor, etc.
London Palgrave Macmillan UK
Date of Publication, Distribution, etc.
2015
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1
SERIES
Series Title
Palgrave Texts in Econometrics
CONTENTS NOTE
Text of Note
1. Introduction 2. Modelling Stationary Time Series: the ARMA Approach 3. Non-stationary Time Series: Differencing and ARIMA Modelling 4. Unit Roots and Related Topics 5. Modelling Volatility using GARCH Processes 6. Forecasting with Univariate Models 7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality 8. Cointegration in Single Equations 9. Cointegration in Systems of Equations 10. Extensions and Developments Index
SUMMARY OR ABSTRACT
Text of Note
This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HB139
Book number
.
B984
2015
PERSONAL NAME - PRIMARY RESPONSIBILITY
by Terence C. Mills.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Terence C Mills
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
