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About this product
- DescriptionA time series is a sequence of numbers collected at regular intervals over a period of time. Designed with emphasis on the practical application of theoretical tools, Elements of Time Series Ecometrics is an approachable guide for the ecometric analysis of time series. The text is divided into five major sections. The first section, The Nature of Time Series, gives an introduction to time series analysis. The next section, Difference Equations, describes briefly the theory of difference equations, with an emphasis on results that are important for time series ecometrics. The third section, Univariate Time Series, presents the methods commonly used in univariate time series analysis, the analysis of time series of a single variable. The fourth section, Multiple Time Series, deals with time series models of multiple interrelated variables. The final section, new to this edition, is Panel Data and Unit Root Tests and deals with methods kwn as panel unit root tests that are relevant to issues of convergence. Appendices contain an introduction to simulation techniques and statistical tables.
- Author BiographyEvzen Kocenda is a senior researcher at the Economics Institute of the Academy of Science of the Czech Republic. Alexandr Cerny is a lecturer at the Anglo-American University in Prague.
- Author(s)Alexandr Cerny,Evzen Kocenda
- PublisherKarolinum,Nakladatelstvi Univerzity Karlovy,Czech Republic
- Date of Publication11/06/2014
- SubjectEconomics: Professional & General
- Place of PublicationOvocny
- Country of PublicationCzech Republic
- ImprintKarolinum,Nakladatelstvi Univerzity Karlovy,Czech Republic
- Content Noteblack & white illustrations, black & white tables, figures, graphs
- Weight666 g
- Width150 mm
- Height250 mm
- Spine15 mm
- Edition Statement2nd Revised edition
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