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Introduction to Modern Time Series Analysis
Gebhard Kirchgassner
€ 114.84
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Description for Introduction to Modern Time Series Analysis
Hardcover. This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data. Series: Springer Texts in Business and Economics. Num Pages: 320 pages, biography. BIC Classification: KCB; KCH; PBT; PBUD. Category: (P) Professional & Vocational. Dimension: 160 x 239 x 28. Weight in Grams: 628.
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Format
Hardback
Publication date
2012
Series
Springer Texts in Business and Economics
Condition
New
Number of Pages
320
Place of Publication
Berlin, Germany
ISBN
9783642334351
SKU
V9783642334351
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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