This book provides a concise, user-friendly guide to modeling time series data, with an emphasis on economic applications. Topics covered include the basics of ARIMA modeling, testing for unit roots and co-integration, various models for trending series, GARCH and stochastic volatility models, and models with structural breaks. The book uses a minimum of technical detail, and all techniques are fully explained and illustrated, in clear, easy-to-follow steps. The book will be a valuable resource for any businessperson seeking to analyze and understand trends in the larger economic environment. Practitioners working in such areas as economics, finance, marketing, public administration, and non-profit organizations should find it particularly useful.
"Sinopsis" puede pertenecer a otra edición de este libro.
This book provides a concise, user-friendly guide to modeling time series data, with an emphasis on economic applications. Topics covered include the basics of ARIMA modeling, testing for unit roots and co-integration, various models for trending series, GARCH and stochastic volatility models, and models with structural breaks. The book uses a minimum of technical detail, and all techniques are fully explained and illustrated, in clear, easy-to-follow steps. The book will be a valuable resource for any businessperson seeking to analyze and understand trends in the larger economic environment. Practitioners working in such areas as economics, finance, marketing, public administration, and non-profit organizations should find it particularly useful.
"Sobre este título" puede pertenecer a otra edición de este libro.
(Ningún ejemplar disponible)
Buscar: Crear una petición¿No encuentra el libro que está buscando? Seguiremos buscando por usted. Si alguno de nuestros vendedores lo incluye en IberLibro, le avisaremos.
Crear una petición