Applied Time Series Econometrics Paperback (Themes in Modern Econometrics)

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9780521547871: Applied Time Series Econometrics Paperback (Themes in Modern Econometrics)

The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.

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Biografía del autor:

Helmut Lütkepohl is Professor of Economics at the European University Institute in Florence, Italy. He is on leave from Humboldt University Berlin where he has been Professor of Econometrics in the Faculty of Economics and Business Administration since 1992. He had previously been Professor of Statistics at the University of Kiel (1987–1992) and the University of Hamburg (1985-1987) and was Visiting Assistant Professor at the University of California, San Diego (1984-85). Professor Lütkepohl is Associate Editor of Econometric Theory, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics and Econometric Reviewa. He has published extensively in learned journals and books and is author, co-author and editor of a number of books in econometrics and time series analysis. Professor Lütkepohl is the author of Introduction to Multiple Time Series Analysis (1991) and a Handbook of Matrices (1996). His current teaching and research interests include methodological issues related to the study of nonstationary, integrated time series and the analysis of the transmission mechanism of monetary policy in the Euro area.

Markus Krätzig is a doctoral student in the Department of Economics at Humboldt University, Berlin.

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Lütkepohl; Krätzig
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2009)
ISBN 10: 0521547873 ISBN 13: 9780521547871
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Paperback. Estado de conservación: New. 223 x 152 mm. Language: English . Brand New Book. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Nº de ref. de la librería AAU9780521547871

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Lütkepohl; Krätzig
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ISBN 10: 0521547873 ISBN 13: 9780521547871
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Descripción U.S.A.: Cambridge University Press, 2004. Soft cover. Estado de conservación: New. Nº de ref. de la librería ABE-1487753001363

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Lütkepohl; Krätzig
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Paperback. Estado de conservación: New. 223 x 152 mm. Language: English . Brand New Book. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Nº de ref. de la librería AAU9780521547871

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Helmut Lütkepohl (editor), Markus Krätzig (editor)
Editorial: Cambridge University Press 2004-08-04, Cambridge (2004)
ISBN 10: 0521547873 ISBN 13: 9780521547871
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Descripción Cambridge University Press 2004-08-04, Cambridge, 2004. paperback. Estado de conservación: New. Nº de ref. de la librería 9780521547871

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Descripción Cambridge University Press, 2004. Estado de conservación: New. A demonstration of how time series econometrics can be used in economics and finance. Editor(s): Lutkepohl, Helmut; Kraetzig, Markus. Series Editor(s): Phillips, Peter C. B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 352 pages, 69 b/w illus. 38 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 229 x 154 x 21. Weight in Grams: 536. Series: Themes in Modern Econometrics. 352 pages, 69 b/w illus. 38 tables. Editor(s): Lutkepohl, Helmut; Kraetzig, Markus. A demonstration of how time series econometrics can be used in economics and finance. Cateogry: (P) Professional & Vocational. BIC Classification: KCH. Dimension: 229 x 154 x 21. Weight: 544. Series Editor(s) :Phillips, Peter C.B.; Ghysels, Eric; Smith, Richard J. . 2004. illustrated edition. Paperback. . . . . . Nº de ref. de la librería V9780521547871

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Lutkepohl, Helmut (EDT)/ Kratzig, Markus (EDT)
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ISBN 10: 0521547873 ISBN 13: 9780521547871
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Descripción Cambridge University Press 2004-08-04, 2004. Estado de conservación: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Nº de ref. de la librería NU-LBR-00538407

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Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97805215478710000000

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Descripción Cambridge University Press. Estado de conservación: New. A demonstration of how time series econometrics can be used in economics and finance. Editor(s): Lutkepohl, Helmut; Kraetzig, Markus. Series Editor(s): Phillips, Peter C. B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 352 pages, 69 b/w illus. 38 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 229 x 154 x 21. Weight in Grams: 536. Series: Themes in Modern Econometrics. 352 pages, 69 b/w illus. 38 tables. Editor(s): Lutkepohl, Helmut; Kraetzig, Markus. A demonstration of how time series econometrics can be used in economics and finance. Cateogry: (P) Professional & Vocational. BIC Classification: KCH. Dimension: 229 x 154 x 21. Weight: 544. Series Editor(s) :Phillips, Peter C.B.; Ghysels, Eric; Smith, Richard J. . 2004. illustrated edition. Paperback. . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780521547871

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Helmut Lutkepohl, Markus Kraetzig, Peter C. B. Phillips, Eric Ghysels, Richard J. Smith
Editorial: Cambridge University Press
ISBN 10: 0521547873 ISBN 13: 9780521547871
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Descripción Cambridge University Press. Paperback. Estado de conservación: new. BRAND NEW PRINT ON DEMAND., Applied Time Series Econometrics, Helmut Lutkepohl, Markus Kraetzig, Peter C. B. Phillips, Eric Ghysels, Richard J. Smith, Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Nº de ref. de la librería B9780521547871

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Helmut Lütkepohl
Editorial: Cambridge University Press (2010)
ISBN 10: 0521547873 ISBN 13: 9780521547871
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Descripción Cambridge University Press, 2010. Estado de conservación: New. book. Nº de ref. de la librería ria9780521547871_rkm

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