This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.
"Sinopsis" puede pertenecer a otra edición de este libro.
Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.
"Sobre este título" puede pertenecer a otra edición de este libro.
Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de America
Paperback. Condición: Fair. This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. Nº de ref. del artículo: 00109447956
Cantidad disponible: 1 disponibles
Librería: World of Books Inc, Montgomery, IL, Estados Unidos de America
Paperback. Condición: Fair. This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. Nº de ref. del artículo: CIN3540262393A
Cantidad disponible: 1 disponibles
Librería: Isle of Books, Bozeman, MT, Estados Unidos de America
Paper Back. Condición: Fair. Nº de ref. del artículo: 650880
Cantidad disponible: 1 disponibles
Librería: medimops, Berlin, Alemania
Condición: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Nº de ref. del artículo: M03540262393-G
Cantidad disponible: 1 disponibles
Librería: Skoob-ebooks, Pontiac, QC, Canada
Softcover. Condición: Good. Minor wear. Some pages have a little highlighting (approximately 5% to 10% of the pages). Cover has few signs of wear. 30-day returns. Shipments destined outside Canada may be subject to duties where the customer resides. ; 6.1 X 1.78 X 9.25 inches; 764 pages; R0 540k/1m s0. Nº de ref. del artículo: 8601
Cantidad disponible: 1 disponibles
Librería: GoldBooks, Denver, CO, Estados Unidos de America
Paperback. Condición: new. New Copy. Customer Service Guaranteed. Nº de ref. del artículo: 58H36_71_3540262393
Cantidad disponible: 1 disponibles
Librería: Books From California, Simi Valley, CA, Estados Unidos de America
paperback. Condición: Very Good. Nº de ref. del artículo: mon0004255641
Cantidad disponible: 1 disponibles
Librería: Studibuch, Stuttgart, Alemania
paperback. Condición: Sehr gut. 788 Seiten; 9783540262398.2 Gewicht in Gramm: 2. Nº de ref. del artículo: 1380352
Cantidad disponible: 1 disponibles
Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de America
paperback. Condición: New. In shrink wrap. Looks like an interesting title! Nº de ref. del artículo: Q-3540262393
Cantidad disponible: 1 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 4202221-n
Cantidad disponible: Más de 20 disponibles