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Applied Time Series Econometrics by Markus Kratzig (English) Paperback Book

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eBay item number:156159136869
Last updated on 19 Jun, 2024 17:23:52 AESTView all revisionsView all revisions

Item specifics

Condition
Brand new: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
ISBN-13
9780521547871
Book Title
Applied Time Series Econometrics
ISBN
9780521547871
Publication Year
2004
Type
Textbook
Format
Paperback
Language
English
Publication Name
Applied Time Series Econometrics
Item Height
229 mm
Author
Helmut Lutkepohl, Markus Kratzig
Publisher
Cambridge University Press
Subject
Economics
Item Weight
490 g
Item Width
152 mm
Number of Pages
352 Pages

About this product

Product Information

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.

Product Identifiers

Publisher
Cambridge University Press
ISBN-13
9780521547871
eBay Product ID (ePID)
94431075

Product Key Features

Number of Pages
352 Pages
Language
English
Publication Name
Applied Time Series Econometrics
Publication Year
2004
Subject
Economics
Type
Textbook
Author
Helmut Lutkepohl, Markus Kratzig
Format
Paperback

Dimensions

Item Height
229 mm
Item Weight
490 g
Item Width
152 mm

Additional Product Features

Editor
Helmut Lutkepohl, Markus Kratzig
Country/Region of Manufacture
United Kingdom
Series Title
Themes in Modern Econometrics

Item description from the seller

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Value Added Tax number:
  • AU 82107909133
  • GB 293967539
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