Librería: online-buch-de, Dozwil, Suiza
EUR 21,00
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Añadir al carritoCondición: gebraucht; sehr gut. Softcover, minimale Standspuren, praktisch wie ungebraucht, Springer 2008.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 39,22
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Añadir al carritoCondición: New. In.
Librería: medimops, Berlin, Alemania
EUR 49,25
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Añadir al carritoCondición: 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.
Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
EUR 49,95
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Añadir al carritogebundene Ausgabe. Condición: Gut. 274 Seiten; Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 560.
Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
EUR 49,95
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Añadir al carritogebundene Ausgabe. Condición: Gut. 274 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; einige Anstreichungen im Text; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 560.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 52,65
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Añadir al carritoCondición: New.
Librería: Corner of a Foreign Field, Tokyo, TOKYO, Japon
EUR 63,13
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Añadir al carritoHardcover. Condición: As New. No Jacket. 2nd Edition. As new.Ships from Japan.Usually ships in 1-2 working days.
Publicado por Springer Berlin Heidelberg, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Idioma: Inglés
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 69,54
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
EUR 68,80
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Añadir al carritoPF. Condición: New.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 100,23
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Añadir al carritoCondición: New. In English.
Publicado por Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Idioma: Inglés
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 69,54
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Añadir al carritoTaschenbuch. Condición: Neu. Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
Publicado por Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Idioma: Inglés
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 96,29
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Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Librería: Mispah books, Redhill, SURRE, Reino Unido
EUR 96,54
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Añadir al carritoPaperback. Condición: Like New. Like New. book.
Publicado por Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Idioma: Inglés
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 96,29
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Añadir al carritoBuch. Condición: Neu. Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
EUR 67,69
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Añadir al carritoCondición: New.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 127,41
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Añadir al carritoCondición: As New. Unread book in perfect condition.
Librería: Mispah books, Redhill, SURRE, Reino Unido
EUR 123,43
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Añadir al carritoHardcover. Condición: Like New. Like New. book.
EUR 143,01
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Añadir al carritoHardcover. Condición: Brand New. 2nd edition. 331 pages. 9.50x6.50x1.00 inches. In Stock.
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
EUR 96,09
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Añadir al carritoCondición: New.
EUR 173,00
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Añadir al carritoCondición: Usado - bueno.
EUR 178,42
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Añadir al carritoPaperback. Condición: Like New. Like New. book.
Librería: Antiquariaat A. Kok & Zn. B.V., Amsterdam, Holanda
EUR 71,50
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Añadir al carritoBerlin, 2013. 319 pp. Hardcover.
Publicado por Springer Berlin Heidelberg, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Idioma: Inglés
Librería: moluna, Greven, Alemania
EUR 60,06
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents modern methods of time series econometrics and their applications to macroeconomics and financeWith numerous examples and analyses based on real economic dataHelps to acquire a rigorous understanding of the methods and to develop e.
Publicado por Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Idioma: Inglés
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 69,54
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated. 332 pp. Englisch.
Publicado por Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Idioma: Inglés
Librería: moluna, Greven, Alemania
EUR 81,44
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents modern methods of time series econometrics and their applications to macroeconomics and financeWith numerous examples and analyses based on real economic dataHelps to acquire a rigorous understanding of the methods and to develop e.
Publicado por Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Idioma: Inglés
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 96,29
Convertir monedaCantidad disponible: 2 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated. 332 pp. Englisch.