Applied Time Series Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Lutkepohl, Helmut (EDT)/ Kratzig, Markus (EDT) 作者

Cambridge Univ Pr

譯者

2004-8 出版日期

352 頁數

$ 55.37 價格

Pap

叢書系列

9780521547871 圖書編碼

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Applied Time Series Econometrics 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Applied Time Series Econometrics 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Applied Time Series Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Applied Time Series Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Applied Time Series Econometrics 在線電子書圖書描述

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.

Applied Time Series Econometrics 在線電子書下載 mobi epub pdf txt 在線電子書下載

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