Placeholder text

Go to cart

Introduction to Modern Time Series Analysis

By Kirchgässner

Product Image: Introduction to Modern Time Series Analysis

Introduction to Modern Time Series Analysis

0 - Used - good
Description
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. 
Product details
Edition:
2
Number of Pages:
332
Release Date:
2012-10-09
Publication Date:
2012-10-09
Publisher:
Springer Berlin Heidelberg
Languages:
Original: English
ISBN10:
3642334350
ISBN13:
9783642334351
GPSR Manufacturer Reference:
[email protected]
Weight:
664 g
Height:
160 cm
Width:
241 cm
Thickness:
24 cm
Preview Link:
http://www.blickinsbuch.de/viewer/cm/access.php?djMxNTY9NDIwMzQ1MjgxNyZ2NzM3Nj05NzgzNjQyMzM0MzUx
Currently sold out