Time Series Econometrics

A Concise Introduction

Specificaties
Gebonden, blz. | Engels
Palgrave Macmillan UK | e druk, 2015
ISBN13: 9781137525321
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Palgrave Macmillan UK e druk, 2015 9781137525321
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Samenvatting

This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.

Specificaties

ISBN13:9781137525321
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK
Hoofdrubriek:Economie

Inhoudsopgave

1. Introduction <BR>2. Modelling Stationary Time Series: the ARMA Approach <BR>3. Non-stationary Time Series: Differencing and ARIMA Modelling <BR>4. Unit Roots and Related Topics <BR>5. Modelling Volatility using GARCH Processes <BR>6. Forecasting with Univariate Models <BR>7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality <BR>8. Cointegration in Single Equations <BR>9. Cointegration in Systems of Equations <BR>10. Extensions and Developments <BR>Index

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        Time Series Econometrics