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Elements of Time Series Econometrics: An Applied Approach by Alexandr Cerny, Evzen Kocenda (Paperback, 2014)

About this product

About this product

Product Information

A 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 Econometrics is an approachable guide for the econometric 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 econometrics. 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 known as panel unit root tests that are relevant to issues of convergence. Appendices contain an introduction to simulation techniques and statistical tables.

Product Identifiers

Publisher
Karolinum,Nakladatelstvi Univerzity Karlovy,Czech Republic
ISBN-13
9788024623153
eBay Product ID (ePID)
190687141

Product Key Features

Author
Alexandr Cerny, Evzen Kocenda
Publication Name
Elements of Time Series Econometrics: an Applied Approach
Format
Paperback
Language
English
Subject
Economics
Publication Year
2014
Type
Textbook
Number of Pages
228 Pages

Dimensions

Item Height
250mm
Item Width
150mm
Item Weight
666g

Additional Product Features

Title_Author
Evzen Kocenda, Alexandr Cerny
Country/Region of Manufacture
Czechia

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