ISBN: 9780230243309 - multivariate modelling of non-stationary economic time series (palgrave texts in econometrics) (15 resultados)

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Condición: New. Series: Palgrave Texts in Econometrics. Num Pages: 256 pages, biography. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 210 x 148. . . 2017. 2 Rev ed. Hardback. . . . .

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Condición: New. Series: Palgrave Texts in Econometrics. Num Pages: 256 pages, biography. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 210 x 148. . . 2017. 2 Rev ed. Hardback. . . . . Books ship from the US and Ireland.

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Hardcover. Condición: Brand New. 2nd edition. 288 pages. 8.25x6.00x1.25 inches. In Stock.

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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Focuses on the multivariate nature of the problem of modelling non-stationary economic time seriesHandles recent developments in Time Series AnalysisHas relevance for aspects of regulation and competition policySim.…

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists. 516 pp. Englisch.…

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 516 pp. Englisch.…

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.…