Language: English
Published by Wiley & Sons, Incorporated, John, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: Better World Books, Mishawaka, IN, U.S.A.
Condition: Good. Used book that is in clean, average condition without any missing pages.
Language: English
Published by Wiley & Sons, Incorporated, John, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: Better World Books, Mishawaka, IN, U.S.A.
Condition: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects.
Language: English
Published by Wiley & Sons, Incorporated, John, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: Better World Books Ltd, Dunfermline, United Kingdom
Condition: Good. Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.
Language: English
Published by Wiley & Sons, Incorporated, John, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: Better World Books Ltd, Dunfermline, United Kingdom
Condition: Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.
Condition: New. pp. 312.
paperback. Condition: New.
Paperback. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks.
Condition: New.
Language: English
Published by John Wiley & Sons Inc, New York, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
First Edition
Paperback. Condition: new. Paperback. Applied Time Series Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data. The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information. This book is based on an earlier title Using Cointegration Analysis in Econometric Modelling by Richard Harris. As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series. Harris and Sollis have also incorporated as many of the latest techniques in the area as possible including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for cointegration; testing for super-exogeniety; seasonal cointegration in multivariate models; and approaches to structural macroeconomic modelling. In addition, the discussion of certain topics, such as testing for unique vectors, has been simplified. The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non--stationary time series. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Condition: As New. Unread book in perfect condition.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Condition: New. pp. x + 302 Illus.
Language: English
Published by John Wiley & Sons Inc, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
£ 57.67
Quantity: Over 20 available
Add to basketPaperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
Condition: New. pp. x + 302.
Condition: New.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Language: English
Published by John Wiley & Sons Inc, New York, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: CitiRetail, Stevenage, United Kingdom
First Edition
Paperback. Condition: new. Paperback. Applied Time Series Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data. The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information. This book is based on an earlier title Using Cointegration Analysis in Econometric Modelling by Richard Harris. As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series. Harris and Sollis have also incorporated as many of the latest techniques in the area as possible including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for cointegration; testing for super-exogeniety; seasonal cointegration in multivariate models; and approaches to structural macroeconomic modelling. In addition, the discussion of certain topics, such as testing for unique vectors, has been simplified. The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non--stationary time series. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Language: English
Published by John Wiley & Sons Inc, New York, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: AussieBookSeller, Truganina, VIC, Australia
First Edition
Paperback. Condition: new. Paperback. Applied Time Series Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data. The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information. This book is based on an earlier title Using Cointegration Analysis in Econometric Modelling by Richard Harris. As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series. Harris and Sollis have also incorporated as many of the latest techniques in the area as possible including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for cointegration; testing for super-exogeniety; seasonal cointegration in multivariate models; and approaches to structural macroeconomic modelling. In addition, the discussion of certain topics, such as testing for unique vectors, has been simplified. The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non--stationary time series. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Language: English
Published by John Wiley & Sons Inc, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 320 pages. 9.75x6.75x1.00 inches. In Stock.
Taschenbuch. Condition: Neu. Neuware - The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non-stationary time series.
Language: English
Published by John Wiley & Sons Inc, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 320 pages. 9.75x6.75x1.00 inches. In Stock. This item is printed on demand.
Language: English
Published by John Wiley & Sons Inc, 2003
ISBN 10: 0470844434 ISBN 13: 9780470844434
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
£ 69.06
Quantity: Over 20 available
Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 553.