Empirical Vector Autoregressive Modeling
Ooms Marius
ISBN 10: 0387577076 ISBN 13: 9780387577074
Editore: Springer, 1994
Nuovi
Brossura
Da
Biblios, Frankfurt am main, HESSE, Germania
Valutazione del venditore 4 su 5 stelle
Venditore AbeBooks dal 10 settembre 2024
Questa copia non è più disponibile. Ecco le corrispondenze migliori per Empirical Vector Autoregressive Modeling di Ooms Marius.
Riguardo questo articolo
Descrizione:
Codice articolo 1850386838
Riassunto:
The main subject of this book is empirical application of multivariate linear time series model on quarterly or month- ly economic data to discoverand describe important dynamic relationships between the variables of interest. The book stresses "real-life" application and the selection of data analytic tools. Simple numerical examples and some more al- gebraicexercises are used to illustrate major points. Rele- vant old and recent results from over 400 authors and refe- rences from econometrics, mathematical statistics, time se- ries analysis, economics and descriptve statistics are dis- cussed. Appropriate use of multivariate time series models requires an intimate knowledge of relevant characteristics of thedata.One can obtain this using a method that combines influence analysis (which data points contain the major part of the information? ) and diagnostic checking (does the model describe the interesting part of the information well enough? ). For economic time series these issuses are (the type of) nonstationarity of the trend and seasonal compo- nent, be it of the (fractional) "unit root" type or of the changing parameter type (structural breaks), both in a unva- riate and a multivariate context. The book introduces new graphical and statistical methodes to improve the understan- ding of seasonality, outliers, structural breaks, pushing trends and pulling equilibria in aparticular data set.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Dati bibliografici
Titolo: Empirical Vector Autoregressive Modeling
Casa editrice: Springer
Data di pubblicazione: 1994
Legatura: Brossura
Condizione: New
I migliori risultati di ricerca su AbeBooks
Empirical vector autoregressive modeling.
Antico o usato
Brossura
Da: Kloof Booksellers & Scientia Verlag, Amsterdam, Paesi Bassi
Valutazione del venditore 4 su 5 stelle
Condizione: very good. [Rotterdam : s.n.] , 1993. Paperback. xiii,352 pp. 24 cm. Thesis Erasmus Universiteit Rotterdam. Also published in Berlin : Springer , 1994. (Lecture notes in economics and mathematical systems, ISSN 0075-8422 ; 407). Condition : very good copy. Keywords : , Codice articolo 157578
Compra usato
EUR 15,95
Spedizione EUR 30,00
Spedito da Paesi Bassi a U.S.A.
Spedito da Paesi Bassi a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Empirical vector autoregressive modeling. Lecture notes in economics and mathematical systems.
Da: Antiquariat Bookfarm, Löbnitz, Germania
Valutazione del venditore 5 su 5 stelle
Softcover. 382 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. L07664 3540577076 Sprache: Englisch Gewicht in Gramm: 580. Codice articolo 2531084
Compra usato
EUR 86,78
Spedizione EUR 40,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Empirical Vector Autoregressive Modeling (Lecture Notes in Economics and Mathematical Systems)
Editore:
Springer 28.04.1994., 1994
ISBN 10: 3540577076
ISBN 13: 9783540577072
Antico o usato
Brossura
Da: NEPO UG, Rüsselsheim am Main, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: Gut. 404 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,5 x 15,5 x 2,3 cm, Taschenbuch Softcover reprint of the original 1st ed. 1994. Codice articolo 354683
Compra usato
EUR 86,79
Spedizione EUR 24,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Empirical Vector Autoregressive Modeling
Editore:
Springer Berlin Heidelberg, 1994
ISBN 10: 3540577076
ISBN 13: 9783540577072
Nuovo
Kartoniert / Broschiert
Da: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that . Codice articolo 4894424
Compra nuovo
EUR 92,27
Spedizione EUR 48,99
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: Più di 20 disponibili
Empirical Vector Autoregressive Modeling
Da: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Empirical Vector Autoregressive Modeling | Marius Ooms | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | xiii | Englisch | 1994 | Springer | EAN 9783540577072 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 102131574
Compra nuovo
EUR 95,70
Spedizione EUR 70,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 5 disponibili
Immagini fornite dal venditore
Empirical Vector Autoregressive Modeling
Editore:
Springer, J.B. Metzler Mär 1994, 1994
ISBN 10: 3540577076
ISBN 13: 9783540577072
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets 'pseudo-waves' of about 20 years in economic activity (Sargent (1979, p. 248)) and the 'spurious regression' of macroeconomic time series described in Granger and Newbold (1986, 6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 404 pp. Englisch. Codice articolo 9783540577072
Compra nuovo
EUR 106,99
Spedizione EUR 60,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Empirical Vector Autoregressive Modeling
Editore:
Springer, Springer Spektrum, 1994
ISBN 10: 3540577076
ISBN 13: 9783540577072
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets 'pseudo-waves' of about 20 years in economic activity (Sargent (1979, p. 248)) and the 'spurious regression' of macroeconomic time series described in Granger and Newbold (1986, 6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument. Codice articolo 9783540577072
Compra nuovo
EUR 106,99
Spedizione EUR 63,05
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Empirical Vector Autoregressive Modeling
Editore:
Springer, Springer Spektrum Mär 1994, 1994
ISBN 10: 3540577076
ISBN 13: 9783540577072
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets 'pseudo-waves' of about 20 years in economic activity (Sargent (1979, p. 248)) and the 'spurious regression' of macroeconomic time series described in Granger and Newbold (1986, 6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument. 404 pp. Englisch. Codice articolo 9783540577072
Compra nuovo
EUR 106,99
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Empirical Vector Autoregressive Modeling (Lecture Notes in Economics and Mathematical Systems, 407)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9783540577072_new
Compra nuovo
EUR 115,07
Spedizione EUR 13,81
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Empirical Vector Autoregressive Modeling
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 18713459-n
Compra nuovo
EUR 130,07
Spedizione EUR 2,30
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 15 disponibili