Applied Time Series Econometrics
Language: English
Published by Cambridge University Press, GB, 2004
- Hardcover
- New
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
AbeBooks seller since June 11, 2025
Condition: New
£ 159.76
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Add to basketItem description from seller
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.…
Seller Inventory # LU-9780521839198
- Title
- Applied Time Series Econometrics
- Author
- Helmut Lütkepohl
- Publisher
- Cambridge University Press, GB
- Publication year
- 2004
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 052183919X
- ISBN 13
- 9780521839198
- Item weight
- 600 grams
"Synopsis" may belong to another edition of this title.
About the Author
Markus Krätzig is a doctoral student in the Department of Economics at Humboldt University, Berlin.
"About the title" may belong to another edition of this title.
Rarewaves.com UK
London, United Kingdom
AbeBooks seller since June 11, 2025
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