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The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecasting
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M.S. Mukras is a Professor of economics. He obtained his PhD. and MA in economics at the University of Toronto, Canada, after earning his BPhil in economics at the University of Nairobi in Kenya and BA at the University of Dar-es-Salaam in Tanzania. He taught economics at the University of Nairobi, for 17 years, the University of Botswana, Botswana
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Fundamental Principles of Time Series Econometrics Volume II
Editore:
LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3659271411
ISBN 13: 9783659271410
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Da: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Mukras MohamedM.S. Mukras is a Professor of economics. He obtained his PhD. and MA in economics at the University of Toronto, Canada, after earning his BPhil in economics at the University of Nairobi in Kenya and BA at the University. Codice articolo 5144691
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Fundamental Principles of Time Series Econometrics Volume II
Editore:
LAP LAMBERT Academic Publishing Okt 2012, 2012
ISBN 10: 3659271411
ISBN 13: 9783659271410
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecasting 460 pp. Englisch. Codice articolo 9783659271410
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Fundamental Principles of Time Series Econometrics Volume II : Theory and Applications
Editore:
LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3659271411
ISBN 13: 9783659271410
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecasting. Codice articolo 9783659271410
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Fundamental Principles of Time Series Econometrics Volume II
Editore:
LAP LAMBERT Academic Publishing Okt 2012, 2012
ISBN 10: 3659271411
ISBN 13: 9783659271410
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. Neuware -The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecastingBooks on Demand GmbH, Überseering 33, 22297 Hamburg 460 pp. Englisch. Codice articolo 9783659271410
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Fundamental Principles of Time Series Econometrics Volume II: Theory and Applications
Editore:
LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3659271411
ISBN 13: 9783659271410
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Da: Revaluation Books, Exeter, Regno Unito
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Paperback. Condizione: Brand New. 460 pages. 8.66x5.91x1.04 inches. In Stock. Codice articolo 3659271411
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