عنوان

Time Series Econometrics /

شابک

3319328611

شابک

331932862X

شابک

9783319328614

شابک

9783319328621

شابک اشتباه

3319328611

شابک اشتباه

9783319328614

کد کشور

bnb

شماره

b623962

عنوان اصلي

Time Series Econometrics /

نام عام مواد

[Book]

نام نخستين پديدآور

Klaus Neusser.

نام خاص و کميت اثر

1 online resource (xxiv, 409 pages) :

ساير جزييات

illustrations (chiefly color)

عنوان فروست

Springer Texts in Business and Economics,

شاپا ي ISSN فروست

2192-4341

متن يادداشت

Includes bibliographical references (pages 391-402) and index.

متن يادداشت

"This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students."--Publisher's description.

متن يادداشت

Advanced undergraduate and beginning graduate students.

منبع سفارش / آدرس اشتراک

00024965

منبع سفارش / آدرس اشتراک

OverDrive, Inc.

شماره انبار

98CB02A0-C821-4533-89B0-B89D6FAA183B

عنوان

Time Series Econometrics.

شماره استاندارد بين المللي کتاب و موسيقي

9783319328614

موضوع مستند نشده

Econometric models.

موضوع مستند نشده

Time-series analysis.

موضوع مستند نشده

Business & Economics-- Econometrics.

موضوع مستند نشده

Business & Economics-- Economics-- Macroeconomics.

موضوع مستند نشده

Business & Economics-- Statistics.

موضوع مستند نشده

Econometric models.

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Macroeconomics.

موضوع مستند نشده

Probability & statistics.

موضوع مستند نشده

Time-series analysis.

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Neusser, Klaus

تاريخ عمليات

20201221083101.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

کد کاربرگه

270410

تكميل شده

Y