Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Bookmans, Tucson, AZ, U.S.A.
paperback. Condizione: Good. Satisfaction 100% guaranteed.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Labyrinth Books, Princeton, NJ, U.S.A.
Condizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2010
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 24,95
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Aggiungi al carrellogebundene Ausgabe. Condizione: Gut. 323 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Einbandkanten sind leicht bestoßen; Buchschnitt staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 600.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: medimops, Berlin, Germania
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Aggiungi al carrelloCondizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
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Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: California Books, Miami, FL, U.S.A.
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Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, Cambridge, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: BMV Bloor, Toronto, ON, Canada
EUR 57,90
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Aggiungi al carrelloCondizione: Good. Hardcover with no notes or highlights. As new. Used - Good.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 56,49
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Aggiungi al carrelloCondizione: New. In.
Lingua: Inglese
Editore: Cambridge University Press 2010-01-05, 2010
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Chiron Media, Wallingford, Regno Unito
EUR 54,22
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Aggiungi al carrelloPaperback. Condizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: Corner of a Foreign Field, Tokyo, TOKYO, Giappone
Prima edizione
EUR 69,71
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Very Good. No Jacket. 1st Edition. 2004.Hardcover.Very good condition.323 pages.Ships from Japan.Usually ships in 1-2 working days.
Lingua: Inglese
Editore: Cambridge University Press CUP, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 352 Index.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
paperback. Condizione: New. In shrink wrap. Looks like an interesting title!
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title!
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 128,70
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Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Buchpark, Trebbin, Germania
EUR 29,65
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Gut. Zustand: Gut | Seiten: 352 | Sprache: Englisch | Produktart: Bücher | Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied.
Lingua: Inglese
Editore: VDM Verlag Dr. Müller E.K. Nov 2013, 2013
ISBN 10: 3836484552 ISBN 13: 9783836484558
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 79,00
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware -The use of domain specific software frameworks can significantly speed up application development because they provide ready made components as well as a reusable design. This text presents the Java framework JStatCom which evolved from experiences made during the development of JMulTi, a popular software for time series analysis. It describes in detail the requirements for such a framework and offers solutions to all recurring tasks, for example, the internal data representation of complex statistical models, the interaction between the data model and the graphical user interface, and the management of computing tasks in a multithreaded environment. Furthermore, it is described how the process of interfacing external software packages for specific numerical calculations can be standardized. An abstract interface is presented that may be used to hide the underlying complexities of data type conversions and specific calling semantics from the user of the framework. The text comes with many code examples and UML diagrams that help to understand each subsystem. Developers planning to develop data analysis software in Java can greatly benefit from this book.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 384 pp. Englisch.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: California Books, Miami, FL, U.S.A.
EUR 144,64
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Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 83,24
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Lingua: Inglese
Editore: VDM Verlag Dr. Müller e.K., 2013
ISBN 10: 3836484552 ISBN 13: 9783836484558
Da: preigu, Osnabrück, Germania
EUR 79,00
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. A Software Framework for Data Based Analysis | Requirements Analysis, Architecture and Usage of a Powerful Open Source Framework for Data Centric Software Development in Java | Markus Krätzig | Taschenbuch | 384 S. | Englisch | 2013 | VDM Verlag Dr. Müller e.K. | EAN 9783836484558 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.
Lingua: Inglese
Editore: Cambridge University Press, Cambridge, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Hardcover. Condizione: new. Hardcover. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses. Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 140,31
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Aggiungi al carrelloCondizione: New. In.
Lingua: Inglese
Editore: Cambridge University Press, GB, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 186,39
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Lingua: Inglese
Editore: Cambridge University Press, GB, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: Rarewaves.com UK, London, Regno Unito
EUR 173,65
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Aggiungi al carrelloHardback. Condizione: New. Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 185,18
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 052183919X ISBN 13: 9780521839198
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 253,79
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Da: Revaluation Books, Exeter, Regno Unito
EUR 51,84
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Aggiungi al carrelloPaperback. Condizione: Brand New. illustrated edition. 350 pages. 9.00x6.00x1.00 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 56,36
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Aggiungi al carrelloPaperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Majestic Books, Hounslow, Regno Unito
EUR 81,99
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 352 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.
Lingua: Inglese
Editore: Cambridge University Press, 2004
ISBN 10: 0521547873 ISBN 13: 9780521547871
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 84,96
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 352, Abbreviations, 69 Line Diagrams.