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Publicado por Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Idioma: Inglés
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Añadir al carritoPaperback. Condición: New. Second Edition 2013. 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.
Publicado por Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Idioma: Inglés
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Añadir al carritoPaperback. Condición: New. Second Edition 2013. 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.
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Añadir al carritoCondición: As New. Unread book in perfect condition.
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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.
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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.
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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
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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.
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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.
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Añadir al carritoPaperback. Condición: Brand New. 2nd edition. 332 pages. 9.00x6.25x0.75 inches. In Stock.
Publicado por Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Idioma: Inglés
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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.
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Añadir al carritoTaschenbuch. Condición: Neu. Introduction to Modern Time Series Analysis | Gebhard Kirchgässner (u. a.) | Taschenbuch | xii | Englisch | 2014 | Springer-Verlag GmbH | EAN 9783642440298 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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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: GreatBookPricesUK, Woodford Green, Reino Unido
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Añadir al carritoCondición: As New. Unread book in perfect condition.
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Añadir al carritoHardcover. Condición: Brand New. 2nd edition. 331 pages. 9.50x6.50x1.00 inches. In Stock.
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Añadir al carritoPaperback. Condición: Like New. Like New. Ships from Multiple Locations. book.
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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
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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.