Applied Time Series Econometrics - Rilegato

Rilegato

ISBN 10: 052183919X ISBN 13: 9780521839198

Casa editrice: Cambridge University Press, 2004

Riassunto

A demonstration of how time series econometrics can be used in economics and finance.

Su questo libro

Informazioni sugli autori

Helmut Lütkepohl is Professor of Economics at the European University Institute in Florence, Italy. He is on leave from Humboldt University Berlin where he has been Professor of Econometrics in the Faculty of Economics and Business Administration since 1992. He had previously been Professor of Statistics at the University of Kiel (1987–1992) and the University of Hamburg (1985-1987) and was Visiting Assistant Professor at the University of California, San Diego (1984-85). Professor Lütkepohl is Associate Editor of Econometric Theory, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics and Econometric Reviewa. He has published extensively in learned journals and books and is author, co-author and editor of a number of books in econometrics and time series analysis. Professor Lütkepohl is the author of Introduction to Multiple Time Series Analysis (1991) and a Handbook of Matrices (1996). His current teaching and research interests include methodological issues related to the study of nonstationary, integrated time series and the analysis of the transmission mechanism of monetary policy in the Euro area.

Markus Krätzig is a doctoral student in the Department of Economics at Humboldt University, Berlin.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2004
• ISBN 10: 052183919X
• ISBN 13: 9780521839198
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 352
• Redattore: Lütkepohl Helmut, Krätzig Markus
• Contatto del produttore: non disponibile