Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on ...
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Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
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Add this copy of Applied Time Series Econometrics to cart. $58.72, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2004 by Cambridge University Press.
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New. Print on demand Trade paperback (US). Contains: Line drawings, Tables. Themes in Modern Econometrics . 69 b/w illus. 38 tables. Intended for professional and scholarly audience.
Add this copy of Applied Time Series Econometrics to cart. $136.76, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2004 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Print on demand Contains: Line drawings, Tables. Themes in Modern Econometrics . 69 b/w illus. 38 tables. Intended for professional and scholarly audience.
