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Reseña del editor
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.
It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual.
It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Biografía del autor
M. Hashem Pesaran is the John Elliot Distinguished Chair in Economics and professor of economics at USC Dornsife, the Director of the USC Dornsife Institute of Economic Thinking, and Director of Centre in Applied Financial Economics at USC. He is also a Fellow of Trinity College, and an emeritus Professor of Economics at Cambridge University. He received his Ph.D. in economics from Cambridge University. Prior to 1979 he headed the Economic Research Department of the Central Bank of Iran and served as Under-Secretary of the Iranian Ministry of Education. Dr Pesaran is a fellow of the British Academy, the Econometric Society, and the Journal of Econometrics. He has received the George Sell Prize and the Royal Economic Society Prize. He has more than 200 publications in the areas of econometrics, empirical finance, and macroeconomics and the Iranian economy. He is a co-developer of Microfit, an econometric software package published by Oxford University Press.
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- EditorialOUP Oxford
- Año de publicación2015
- ISBN 10 0198759983
- ISBN 13 9780198759980
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas1104
EUR 87,16
EUR 45,00 gastos de envío desde Alemania a Estados Unidos de America
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Time Series and Panel Data Econometrics
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Time Series and Panel Data Econometrics
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OXFORD UNIV PR, 2015
ISBN 10: 0198759983
ISBN 13: 9780198759980
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Tapa blanda
Librería: Buchpark, Trebbin, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: Gut. Zustand: Gut - Gebrauchs- und Lagerspuren. Außen: Knick. | Seiten: 1062 | Sprache: Englisch | Produktart: Bücher. Nº de ref. del artículo: 25955715/3
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Imagen de archivo
Time Series and Panel Data Econometrics
Librería: Revaluation Books, Exeter, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: Brand New. reprint edition. 1062 pages. 9.50x7.50x2.25 inches. In Stock. Nº de ref. del artículo: zk0198759983
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EUR 11,74
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Cantidad disponible: 1 disponibles