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Da: Ria Christie Collections, Uxbridge, Regno Unito
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Da: GreatBookPrices, Columbia, MD, U.S.A.
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 116,45
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 130,60
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Condizione: New. 1st ed. 2019 edition NO-PA16APR2015-KAP.
Da: Revaluation Books, Exeter, Regno Unito
EUR 157,51
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Aggiungi al carrelloHardcover. Condizione: Brand New. 288 pages. 9.25x6.10x0.87 inches. In Stock.
Da: Kennys Bookstore, Olney, MD, U.S.A.
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Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 114,36
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Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical valuesfor panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent.The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 187,53
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 86,24
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Aggiungi al carrelloCondizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer International Publishing Apr 2019, 2019
ISBN 10: 3030036138 ISBN 13: 9783030036133
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 106,99
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent.The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel. 288 pp. Englisch.
Lingua: Inglese
Editore: Springer International Publishing, 2019
ISBN 10: 3030036138 ISBN 13: 9783030036133
Da: moluna, Greven, Germania
EUR 92,27
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Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Gives specific focus to the econometrics of nonstationary spatial panel data  Provides numerous worked empirical examples for the methodologies presentedProvides new critical values for panel unit root tests and panel cointegration.
Da: Majestic Books, Hounslow, Regno Unito
EUR 155,38
Quantità: 4 disponibili
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Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 154,70
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Springer, Springer Apr 2019, 2019
ISBN 10: 3030036138 ISBN 13: 9783030036133
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 106,99
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models.The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical valuesfor panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent.The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 288 pp. Englisch.