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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Librería: Books Puddle, New York, NY, Estados Unidos de America
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Añadir al carritoCondición: New. 1st ed. 2019 edition NO-PA16APR2015-KAP.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 154,07
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Añadir al carritoHardcover. Condición: Brand New. 288 pages. 9.25x6.10x0.87 inches. In Stock.
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
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Idioma: Inglés
Publicado por Springer International Publishing, Springer International Publishing, 2019
ISBN 10: 3030036138 ISBN 13: 9783030036133
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 106,99
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Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical valuesfor panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent.The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.
Librería: Mispah books, Redhill, SURRE, Reino Unido
EUR 185,13
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Añadir al carritoHardcover. Condición: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Librería: Brook Bookstore On Demand, Napoli, NA, Italia
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Añadir al carritoCondición: new. Questo è un articolo print on demand.
Idioma: Inglés
Publicado por Springer International Publishing Apr 2019, 2019
ISBN 10: 3030036138 ISBN 13: 9783030036133
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 106,99
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Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent.The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel. 288 pp. Englisch.
Idioma: Inglés
Publicado por Springer International Publishing, 2019
ISBN 10: 3030036138 ISBN 13: 9783030036133
Librería: moluna, Greven, Alemania
EUR 92,27
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Gives specific focus to the econometrics of nonstationary spatial panel data  Provides numerous worked empirical examples for the methodologies presentedProvides new critical values for panel unit root tests and panel cointegration.
Librería: Majestic Books, Hounslow, Reino Unido
EUR 151,60
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Añadir al carritoCondición: New. Print on Demand.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 148,86
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Añadir al carritoCondición: New. PRINT ON DEMAND.
Idioma: Inglés
Publicado por Springer, Springer Apr 2019, 2019
ISBN 10: 3030036138 ISBN 13: 9783030036133
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 106,99
Cantidad disponible: 1 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models.The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical valuesfor panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent.The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 288 pp. Englisch.