Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 38,84
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Aggiungi al carrelloCondizione: New. In.
EUR 52,06
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Aggiungi al carrelloCondizione: New.
Da: online-buch-de, Dozwil, Svizzera
EUR 21,00
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Aggiungi al carrelloCondizione: gebraucht; sehr gut. Softcover, minimale Standspuren, praktisch wie ungebraucht, Springer 2008.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 49,95
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Aggiungi al carrellogebundene Ausgabe. Condizione: Gut. 274 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: 560.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 49,95
Convertire valutaQuantità: 3 disponibili
Aggiungi al carrellogebundene Ausgabe. Condizione: Gut. 274 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; einige Anstreichungen im Text; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 560.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 68,41
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Aggiungi al carrelloCondizione: New.
Da: Corner of a Foreign Field, Tokyo, TOKYO, Giappone
EUR 63,80
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Aggiungi al carrelloHardcover. Condizione: As New. No Jacket. 2nd Edition. As new.Ships from Japan.Usually ships in 1-2 working days.
EUR 68,13
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Aggiungi al carrelloPF. Condizione: New.
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 69,54
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 95,59
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Aggiungi al carrelloPaperback. Condizione: Like New. Like New. book.
EUR 126,26
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Editore: Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 96,29
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 122,21
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Like New. Like New. book.
EUR 144,61
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Aggiungi al carrelloHardcover. Condizione: Brand New. 2nd edition. 331 pages. 9.50x6.50x1.00 inches. In Stock.
EUR 176,67
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Aggiungi al carrelloPaperback. Condizione: Like New. Like New. book.
Da: Antiquariaat A. Kok & Zn. B.V., Amsterdam, Paesi Bassi
EUR 71,50
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloBerlin, 2013. 319 pp. Hardcover.
Editore: Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 69,54
Convertire valutaQuantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated. 332 pp. Englisch.
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: moluna, Greven, Germania
EUR 60,06
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents modern methods of time series econometrics and their applications to macroeconomics and financeWith numerous examples and analyses based on real economic dataHelps to acquire a rigorous understanding of the methods and to develop e.
Editore: Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Lingua: Inglese
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 96,29
Convertire valutaQuantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated. 332 pp. Englisch.
Editore: Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Lingua: Inglese
Da: moluna, Greven, Germania
EUR 81,44
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents modern methods of time series econometrics and their applications to macroeconomics and financeWith numerous examples and analyses based on real economic dataHelps to acquire a rigorous understanding of the methods and to develop e.