.png){kind=logo}
Stock image for illustration purposes only - book cover, edition or condition may vary.
Applied Time Series Modelling and Forecasting
Richard Harris
€ 71.45
FREE Delivery in Ireland
Description for Applied Time Series Modelling and Forecasting
Paperback. The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non--stationary time series. Num Pages: 312 pages, Illustrations. BIC Classification: KCH; KCJ; KFF. Category: (P) Professional & Vocational. Dimension: 243 x 173 x 18. Weight in Grams: 528.
Applied Time Series Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data. The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.
Applied Time Series Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data. The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.
This book is based on an earlier title Using Cointegration Analysis in Econometric Modelling by Richard Harris. As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series. ... Read more
Show LessProduct Details
Format
Paperback
Publication date
2003
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
312
Condition
New
Number of Pages
320
Place of Publication
New York, United States
ISBN
9780470844434
SKU
V9780470844434
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Richard Harris
Richard Harris is a Professor in the Department of Economics and Finance at the University of Durham. His areas of research are in the field of applied econometrics and he has published widely in numerous journals. Robert Sollis is a Lecturer in the Department of Economics and Finance at the University of Durham. His research interests are in time ... Read more
Reviews for Applied Time Series Modelling and Forecasting