Introduction to Modern Time Series Analysis Kirchgassner, Gebhard

Gebhard Kirchgässner

ISBN 10: 3540687351 / ISBN 13: 9783540687351

Published by Springer, 2008

About this Item

Softcover, minimale Standspuren, praktisch wie ungebraucht, Springer 2008. Seller Inventory # 76-5-104

Bibliographic Details

Title: Introduction to Modern Time Series Analysis ...

Publisher: Springer

Publication Date: 2008

Binding: Soft cover

Condition: gebraucht; sehr gut

About this title

Synopsis:

This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.

Product Description:

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.