Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 67,88
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 69,44
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: California Books, Miami, FL, U.S.A.
EUR 71,85
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 61,70
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Lingua: Inglese
Editore: Cambridge University Press 2008-08-21, 2008
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Chiron Media, Wallingford, Regno Unito
EUR 60,63
Quantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 61,69
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2008
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Prima edizione
EUR 69,63
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests. Editor(s): Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Terasvirta, Timo; Tjostheim, Dag (Universitetet i Bergen, Norway); Wurtz, Allan (University of New South Wales, Sydney). Series: International Symposia in Economic Theory and Econometrics. Num Pages: 240 pages, 16 b/w illus. 27 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 14. Weight in Grams: 360. . 2008. 1st Edition. paperback. . . . .
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 70,57
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Kennys Bookstore, Olney, MD, U.S.A.
EUR 85,46
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests. Editor(s): Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Terasvirta, Timo; Tjostheim, Dag (Universitetet i Bergen, Norway); Wurtz, Allan (University of New South Wales, Sydney). Series: International Symposia in Economic Theory and Econometrics. Num Pages: 240 pages, 16 b/w illus. 27 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 14. Weight in Grams: 360. . 2008. 1st Edition. paperback. . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 76,42
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.
Da: Revaluation Books, Exeter, Regno Unito
EUR 58,18
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 1st edition. 227 pages. 8.75x6.00x0.75 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: Cambridge University Press, Cambridge, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Prima edizione Print on Demand
Paperback. Condizione: new. Paperback. Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2. This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Majestic Books, Hounslow, Regno Unito
EUR 74,38
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 240 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 CUP, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. Print on Demand pp. 240.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 76,42
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 240.
Lingua: Inglese
Editore: Cambridge University Press, Cambridge, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: CitiRetail, Stevenage, Regno Unito
Prima edizione Print on Demand
EUR 70,23
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: new. Paperback. Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2. This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Da: moluna, Greven, Germania
EUR 67,34
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.InhaltsverzeichnisSeries editor s preface Contributors 1. Introduction and overview William A. Ba.