Applied time series econometrics /

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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 literatur...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Lütkepohl, Helmut, Krätzig, Markus, 1974-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2004.
Colección:Themes in modern econometrics.
Temas:
Time-series analysis > Mathematical models.
Econometrics.
Série chronologique > Modèles mathématiques.
Économétrie.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Econometrics
Time-series analysis > Mathematical models
Zeitreihenanalyse
Ökonometrie
Ökonometrisches Modell
Tijdreeksen.
Econometrie.
Econometria.
Análise de séries temporais.
Modelos matemáticos.
Florenz <2003>
Aufsatzsammlung.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Initial tasks and overview ; Univariate time series analysis ; Vector autoregressive and vector error correction models / Helmut Lütkepohl
  • Structural vector autoregressive modeling and impulse responses / Jörg Breitung, Ralf Brüggemann, and Helmut Lütkepohl
  • Conditional heteroskedasticity / Helmut Herwartz
  • Smooth transition regression modeling / Timo Teräsvirta
  • Nonparametric time series modeling / Rolf Tschernig
  • The software JMulTi / Markus Krätzig.

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