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Book Description Paperback. Condition: Brand New. reprint edition. 1062 pages. 9.50x7.50x2.25 inches. In Stock. Seller Inventory # __0198759983
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Book Description Paperback. Condition: new. Paperback. This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a morecoherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety oftopics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual.It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equationmodels, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated usingMicrofit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices. The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780198759980
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Book Description Paperback. Condition: Brand New. reprint edition. 1062 pages. 9.50x7.50x2.25 inches. In Stock. Seller Inventory # x-0198759983