Bismans francis j (13 risultati)

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New. 2025. 2025th Edition. paperback. . . . . .

Condizione: As New. Unread book in perfect condition.

Condizione: New. 2025. 2025th Edition. paperback. . . . . . Books ship from the US and Ireland.

Paperback. Condizione: Brand New. 371 pages. 9.25x6.10x9.21 inches. In Stock.

Taschenbuch. Condizione: Neu. Dynamic Econometrics | Models and Applications | Francis J. Bismans (u. a.) | Taschenbuch | xxii | Englisch | 2025 | Springer | EAN 9783031729096 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Condizione: new. Questo è un articolo print on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This textbook for advanced econometrics students introduces key concepts of dynamic non-stationary modelling. It discusses all the classic topics in time series analysis and linear models containing multiple equations, as well as covering panel data models, and non-linear models of qualitative variables.The book offers a general introduction to dynamic econometrics and covers topics including non-stationary stochastic processes, unit root tests, Monte Carlo simulations, heteroskedasticity, autocorrelation, cointegrationand error correction mechanism, models specification, and vectorautoregressions. Going beyond advanced dynamic analysis, the book also meticulously analyses the classical linear regression model (CLRM) and introduces students to estimation and testing methods for the more advanced auto-regressive distributed lag (ARDL) model. The book incorporates worked examples, algebraic explanations and learning exercises throughout. It will be a valuable resource for graduate and postgraduate students in econometrics and quantitative finance as well as academic researchers in this area. 349 pp. Englisch.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This textbook for advanced econometrics students introduces key concepts of dynamic non-stationary modelling. It discusses all the classic topics in time series analysis and linear models containing multiple equations, as well as covering panel data models, and non-linear models of qualitative variables.The book offers a general introduction to dynamic econometrics and covers topics including non-stationary stochastic processes, unit root tests, Monte Carlo simulations, heteroskedasticity, autocorrelation, cointegration and error correction mechanism, models specification, and vector autoregressions. Going beyond advanced dynamic analysis, the book also meticulously analyses the classical linear regression model (CLRM) and introduces students to estimation and testing methods for the more advanced auto-regressive distributed lag (ARDL) model. The book incorporates worked examples, algebraic explanations and learning exercises throughout. It will be a valuable resource for graduate and postgraduate students in econometrics and quantitative finance as well as academic researchers in this area.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 372 pp. Englisch.…