Applied Econometric Time Series
Seiten
1995
John Wiley and Sons (WIE)
978-0-471-11163-4 (ISBN)
John Wiley and Sons (WIE)
978-0-471-11163-4 (ISBN)
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This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and microeconomic applications, the book covers recent work that has only been published in journals.
This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro and microeconomic applications, the book covers recent work in non-stationary time series that has only been published in journals, including unit-root test, ARCH models and co-integration/error-correction models. VAR analysis has been added as well as examples from different sources; the examples include Exchange Rate determination, the theory of purchasing power parity, and transnational terrorism.
This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro and microeconomic applications, the book covers recent work in non-stationary time series that has only been published in journals, including unit-root test, ARCH models and co-integration/error-correction models. VAR analysis has been added as well as examples from different sources; the examples include Exchange Rate determination, the theory of purchasing power parity, and transnational terrorism.
Difference Equations; Stationary Time Series Models; Modelling Economic Time Series: Trends and Volatility; Testing for Trends and Unit Roots; Multi-Equation Time Series Models; Cointegration and Error-Correction Models; Statistical Tables.
| Erscheint lt. Verlag | 9.1.1995 |
|---|---|
| Zusatzinfo | tabs. |
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 159 x 235 mm |
| Gewicht | 737 g |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-471-11163-5 / 0471111635 |
| ISBN-13 | 978-0-471-11163-4 / 9780471111634 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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