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Introduction to Modern Time Series Analysis (Hardcover, 2nd ed. 2013) Loot Price: R2,737
Discovery Miles 27 370
Introduction to Modern Time Series Analysis (Hardcover, 2nd ed. 2013): Gebhard Kirchgassner, Jurgen Wolters, Uwe Hassler

Introduction to Modern Time Series Analysis (Hardcover, 2nd ed. 2013)

Gebhard Kirchgassner, Jurgen Wolters, Uwe Hassler

Series: Springer Texts in Business and Economics

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Loot Price R2,737 Discovery Miles 27 370 | Repayment Terms: R256 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Springer Texts in Business and Economics
Release date: October 2012
First published: 2013
Authors: Gebhard Kirchgassner • Jurgen Wolters • Uwe Hassler
Dimensions: 235 x 155 x 25mm (L x W x T)
Format: Hardcover
Pages: 320
Edition: 2nd ed. 2013
ISBN-13: 978-3-642-33435-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Optimization > Game theory
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LSN: 3-642-33435-0
Barcode: 9783642334351

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