New Introduction to Multiple Time Series Analysis
Lutkepohl, Helmut
ISBN 10: 3540401725 ISBN 13: 9783540401728
Editore: Springer, 2005
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Unread book in perfect condition. Codice articolo 3540468
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<p>This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.</p>
Contenuti: Introduction.- Finite Order Vector Autoregressive Processes: Stable Vector Autoregressive Processes.- Estimation of Vector Autoregressive Processes.- VAR Order Selection and Checking the Model Adequacy.- VAR Processes with Parameter Constraints. Cointegrated Processes: Vector Error Correction Models.- Estimation of Vector Error Correction Models.- Specification of VECMs. Structural and Conditional Models: Structural VARs and VECMs.- Systems of Dynamic Simultaneous Equations. Infinite Order Vector Autoregressive Processes: Vector Autoregressive Moving Average Processes.- Estimation of VARMA Models.- Specification and Checking the Adequacy of VARMA.- Cointegrated VARMA Processes.- Fitting Finite Order VAR Models to Infinite Order Processes. Time Series Topics: Multivariate ARCH and GARCH Models.- Periodic VAR Processes and Intervention Models.- State Space Models. Appendices: Vectors and Matrices.- Multivariate Normal and Related Distributions.- Stochastic Convergence and Asymptotic Distributions.- Evaluating Properties of Estimators and Test Statistics by Simulation and Resampling Techniques.
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Titolo: New Introduction to Multiple Time Series ...
Casa editrice: Springer
Data di pubblicazione: 2005
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New introduction to multiple time series analysis
Editore:
Berlin ; Heidelberg ; New York : Springer, 2005
ISBN 10: 3540401725
ISBN 13: 9783540401728
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Broschiert. Condizione: Gut. XXI, 764 S. Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1195. Codice articolo 2188647
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New Introduction to Multiple Time Series Analysis.
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gebundene Ausgabe. Condizione: Gut. 764 Seiten; Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1380. Codice articolo 2094245
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New Introduction to Multiple Time Series Analysis
Editore:
Springer Berlin Heidelberg, 2007
ISBN 10: 3540401725
ISBN 13: 9783540401728
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Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher. Codice articolo 1757946/2
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New Introduction to Multiple Time Series Analysis
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Profound introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting Based on the successful Introduction to Multiple Time Series Ana. Codice articolo 4888615
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. Codice articolo 9783540401728
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New Introduction to Multiple Time Series Analysis
ISBN 10: 3540401725
ISBN 13: 9783540401728
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 788 pp. Englisch. Codice articolo 9783540401728
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New Introduction to Multiple Time Series Analysis
Editore:
Springer Berlin Heidelberg Jul 2005, 2005
ISBN 10: 3540401725
ISBN 13: 9783540401728
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. 788 pp. Englisch. Codice articolo 9783540401728
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New Introduction to Multiple Time Series Analysis
Da: BennettBooksLtd, San Diego, NV, U.S.A.
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-3540401725
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