ISBN: 9780230243316 - multivariate modelling of non-stationary economic time series (palgrave texts in econometrics) (15 resultados)

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780230243316.

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Condición: New.

Condición: New. Series: Palgrave Texts in Econometrics. Num Pages: 256 pages, biography. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 210 x 148. . . 2017. Softcover reprint of the original 2nd ed. 2017. Paperback. . . . .

Condición: New. pp. 256.

Paperback. Condición: Brand New. 502 pages. 8.00x5.75x1.25 inches. In Stock.

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

Taschenbuch. Condición: Neu. Multivariate Modelling of Non-Stationary Economic Time Series | John Hunter (u. a.) | Taschenbuch | Palgrave Texts in Econometrics | xiii | Englisch | 2017 | Palgrave Macmillan | EAN 9780230243316 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

PF. Condición: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. 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.…

Kartoniert / Broschiert. 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.…

Condición: New. Print on Demand pp. 256.

Taschenbuch. 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.…

Condición: New. PRINT ON DEMAND pp. 256.

Taschenbuch. 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.…