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Applied Time Series Econometrics.

Ebooks Corporation.

Applied Time Series Econometrics.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Applied Time Series Econometrics.
作者:	Lutkepohl, Helmut.
其他作者:	Ghysels, Eric.
出版者:	Cambridge :Cambridge University Press,2004.
面頁冊數:	351 p.
電子資源:	Click here to view book
ISBN:	9780511606885 (electronic bk.)

Applied Time Series Econometrics.
Lutkepohl, Helmut.

Applied Time Series Econometrics.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 351 p.

Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Notation and Abbreviations; Contributors; 1 Initial Tasks and Overview; 2 Univariate Time Series Analysis; 3 Vector Autoregressive and Vector Error Correction Models; 4 Structural Vector Autoregressive Modeling and Impulse Responses; 5 Conditional Heteroskedasticity; 6 Smooth Transition Regression Modeling; 7 Nonparametric Time Series Modeling; 8 The Software JMulTi; References; Index

The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511606885 (electronic bk.)Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HA30.3 . / A67 2004

Dewey Class. No.: 330.015195

Applied Time Series Econometrics.
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245 1 0 $a Applied Time Series Econometrics. $h [electronic resource].
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520 $a The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
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700 1 $a Kratzig, Markus. $3 322825
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700 1 $a Smith, Richard J. $3 282495
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