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Time Series Econometrics Learning by Levendis John (13 results)
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Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 5 out of 5 stars
£ 60.56
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Add to baskethardcover. Condition: Very Good. Cover and edges may have some wear.
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Time Series Econometrics : Learning Through Replication
Published by Springer International Publishing AG, 2023
ISBN 10: 303137309X ISBN 13: 9783031373091
Language: English
£ 67.60
Convert currency£ 6.71 shipping from U.S.A. to United KingdomQuantity: 1 available
Add to basketCondition: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects.
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Time Series Econometrics : Learning Through Replication
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 97.62
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Time Series Econometrics : Learning Through Replication
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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£ 87.89
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Time Series Econometrics : Learning Through Replication
Published by Springer International Publishing, 2023
ISBN 10: 303137309X ISBN 13: 9783031373091
Language: English
£ 95.40
Convert currency£ 12.11 shipping from Germany to United KingdomQuantity: 1 available
Add to basketBuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to calculate and interpret the numerical results.This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger & Newbold, and Nelson & Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. Finally, students estimate static and dynamic panel data models, replicating papers by Thompson, and Arellano & Bond.The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.'How to best start learning time series econometrics Learning by doing. This is the ethos of this book. What makes this book useful is that it provides numerous worked out examples along with basic concepts. It is a fresh, no-nonsense, practical approach that students will love when they start learning time series econometrics. I recommend this book strongly as a study guide for students who look for hands-on learning experience.'--Professor Sokbae 'Simon' Lee, Columbia University, Co-Editor ofEconometric Theoryand Associate Editor ofEconometrics Journal.
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£ 100.75
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£ 98.73
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£ 112.80
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Hardcover. Condition: Brand New. 2nd edition. 503 pages. 9.25x6.10x9.21 inches. In Stock.
