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Cambridge University Press Applied Time Series Econometrics (Themes in Modern Econometrics)

Name: Applied Time Series Econometrics (Themes in Modern Econometrics)
Brand: Cambridge University Press
Price: 36.26 GBP
Availability: InStock

Econometrics

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Most common price: £36 (91 days, 100.0%)

Price range: £36 - £36

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Description

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.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 0521547873
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 05 January 2010
Listed Since: 15 February 2007

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Cambridge University Press Applied Time Series Econometrics (Themes in Modern Econometrics)

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