Applied Time Series Econometrics (Paperback)
Language: English
Published by Cambridge University Press, Cambridge, 2004
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 55.49
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Paperback. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9780521547871
- Title
- Applied Time Series Econometrics (Paperback)
- Author
- Markus Kratzig
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2004
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521547873
- ISBN 13
- 9780521547871
"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.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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