Items related to New Introduction to Multiple Time Series Analysis
Synopsis
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.
"synopsis" may belong to another edition of this title.
Review
From the reviews:
"The monograph is a substantial revision of the author??'s previous successful book, Introduction to multiple time series analysis ??? . As the previous book, the present one is meant to be an introductory exposition ??? and it has been prepared with economic and business students in mind ??? ." (Tom???? Cipra, Zentralblatt MATH, Vol. 1072, 2005)
"The book is oriented towards econometric applications; the text was prepared with economics and business students in mind, and examples and exercises are chosen accordingly. The text presents a collection of many of the topics currently treated in the literature. ??? this new version of a previous book by the author represents a timely addition to the time series and econometric literature. ??? The selection of topics responds to current trends in the literature." (Ra??l Pedro Mentz, Mathematical Reviews, Issue 2006 f)
"Its primary aim is to provide graduate students and researchers in macroeconomics with an up-to-date treatise on the theory that underlies modern time-series econometrics ??? . On the whole, the book is well planned and well written ??? I think that it will be used more as a reference volume for scholars and researchers ??? . I anticipate that many teachers will ask their students to consult this text regularly ??? ." (Heather M. Anderson, Economic Record, March, 2007)
From the reviews:
"The monograph is a substantial revision of the authora (TM)s previous successful book, Introduction to multiple time series analysis a ] . As the previous book, the present one is meant to be an introductory exposition a ] and it has been prepared with economic and business students in mind a ] ." (TomAA Cipra, Zentralblatt MATH, Vol. 1072, 2005)
"The book is oriented towards econometric applications; the text was prepared with economics and business students in mind, and examples and exercises are chosen accordingly. The text presents a collection of many of the topics currently treated in the literature. a ] this new version of a previous book by the author represents a timely addition to the time series and econometric literature. a ] The selection of topics responds to current trends in the literature." (RaAl Pedro Mentz, Mathematical Reviews, Issue 2006 f)
"Its primary aim is to provide graduate students and researchers in macroeconomics with an up-to-date treatise on the theory that underlies modern time-series econometrics a ] . On the whole, the book is well planned and well written a ] I think that it will be used more as a reference volume for scholars and researchers a ] . I anticipate that many teachers will ask their students to consult this text regularly a ] ." (Heather M. Anderson, Economic Record, March, 2007)
Synopsis
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2005
- ISBN 10 3540401725
- ISBN 13 9783540401728
- BindingHardcover
- LanguageEnglish
- Number of pages785
Other Popular Editions of the Same Title
Search results for New Introduction to Multiple Time Series Analysis
Seller Image
New introduction to multiple time series analysis
Published by
Berlin ; Heidelberg ; New York : Springer, 2005
ISBN 10: 3540401725
ISBN 13: 9783540401728
Used
Broschiert
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
Broschiert. Condition: Gut. XXI, 764 S. Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1195. Seller Inventory # 2188647
Quantity: 1 available
Stock Image
New Introduction to Multiple Time Series Analysis
Published by
Springer Berlin Heidelberg, 2007
ISBN 10: 3540401725
ISBN 13: 9783540401728
Used
Hardcover
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. | Seiten: 788 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 1757946/2
Quantity: 3 available
Seller Image
New Introduction to Multiple Time Series Analysis.
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 764 Seiten; Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1380. Seller Inventory # 2094245
Quantity: 1 available
Stock Image
New Introduction to Multiple Time Series Analysis
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783540401728_new
Quantity: Over 20 available
Seller Image
New Introduction to Multiple Time Series Analysis
Published by
Springer Berlin Heidelberg Jul 2005, 2005
ISBN 10: 3540401725
ISBN 13: 9783540401728
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. 788 pp. Englisch. Seller Inventory # 9783540401728
Quantity: 2 available
Seller Image
New Introduction to Multiple Time Series Analysis
Published by
Springer Berlin Heidelberg, 2005
ISBN 10: 3540401725
ISBN 13: 9783540401728
New
Hardcover
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. Seller Inventory # 9783540401728
Quantity: 1 available
Stock Image
New Introduction to Multiple Time Series Analysis
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9783540401728
Quantity: Over 20 available
Stock Image
New Introduction to Multiple Time Series Analysis
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-3540401725
Quantity: 1 available
Seller Image
New Introduction to Multiple Time Series Analysis
Published by
Springer Berlin Heidelberg, 2005
ISBN 10: 3540401725
ISBN 13: 9783540401728
New
Hardcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Profound introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting Based on the successful Introduction to Multiple Time Series Ana. Seller Inventory # 4888615
Quantity: Over 20 available
Stock Image
New Introduction to Multiple Time Series Analysis
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020166072
Quantity: Over 20 available