This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro and microeconomic applications, the book covers recent work in non-stationary time series that has only been published in journals, including unit-root test, ARCH models and co-integration/error-correction models. VAR analysis has been added as well as examples from different sources; the examples include Exchange Rate determination, the theory of purchasing power parity, and transnational terrorism.
"Sinopsis" puede pertenecer a otra edición de este libro.
This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro and microeconomic applications, the book covers recent work in non-stationary time series that has only been published in journals, including unit-root test, ARCH models and co-integration/error-correction models. VAR analysis has been added as well as examples from different sources; the examples include Exchange Rate determination, the theory of purchasing power parity, and transnational terrorism.
"Sobre este título" puede pertenecer a otra edición de este libro.
Librería: Better World Books Ltd, Dunfermline, Reino Unido
Condición: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Nº de ref. del artículo: 68419454-20
Cantidad disponible: 1 disponibles
Librería: Studibuch, Stuttgart, Alemania
paperback. Condición: Sehr gut. 304 Seiten; 9780471111634.2 Gewicht in Gramm: 1. Nº de ref. del artículo: 1494869
Cantidad disponible: 1 disponibles