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Applied Time Series Econometrics.[el...

Ebooks Corporation.

Applied Time Series Econometrics.[electronic resource].

Record Type:	Language materials, printed : Monograph/item
[NT 15000414]:	330.015195
Title/Author:	Applied Time Series Econometrics.
Author:	Lutkepohl, Helmut.
other author:	Ghysels, Eric.
Published:	Cambridge : : Cambridge University Press,, 2004.
Description:	351 p.
ISBN:	9780511606885 (electronic bk.)
ISBN:	9780521839198 (print)
[NT 15000228]:	Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Notation and Abbreviations; Contributors; 1 Initial Tasks and Overview; 2 Univariate Time Series Analysis; 3 Vector Autoregressive and Vector Error Correction Models; 4 Structural Vector Autoregressive Modeling and Impulse Responses; 5 Conditional Heteroskedasticity; 6 Smooth Transition Regression Modeling; 7 Nonparametric Time Series Modeling; 8 The Software JMulTi; References; Index
[NT 15000229]:	The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
Online resource:	Click here to view book

Applied Time Series Econometrics.[electronic resource].
Lutkepohl, Helmut.

Applied Time Series Econometrics.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 351 p.

Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Notation and Abbreviations; Contributors; 1 Initial Tasks and Overview; 2 Univariate Time Series Analysis; 3 Vector Autoregressive and Vector Error Correction Models; 4 Structural Vector Autoregressive Modeling and Impulse Responses; 5 Conditional Heteroskedasticity; 6 Smooth Transition Regression Modeling; 7 Nonparametric Time Series Modeling; 8 The Software JMulTi; References; Index

The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511606885 (electronic bk.)Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HA30.3 . / A67 2004

Dewey Class. No.: 330.015195

Applied Time Series Econometrics.[electronic resource].
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020 $a 9780511606885 (electronic bk.)
020 $a 9780521839198 (print)
035 $a EBL266484
035 $a EBL266484
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HA30.3 . $b A67 2004
082 0 0 $a 330.015195
100 1 $a Lutkepohl, Helmut. $3 566407
245 1 0 $a Applied Time Series Econometrics. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2004.
300 $a 351 p.
505 0 $a Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Notation and Abbreviations; Contributors; 1 Initial Tasks and Overview; 2 Univariate Time Series Analysis; 3 Vector Autoregressive and Vector Error Correction Models; 4 Structural Vector Autoregressive Modeling and Impulse Responses; 5 Conditional Heteroskedasticity; 6 Smooth Transition Regression Modeling; 7 Nonparametric Time Series Modeling; 8 The Software JMulTi; References; Index
520 $a The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
655 7 $a Electronic books. $2 local $3 336502
700 1 $a Ghysels, Eric. $3 566408
700 1 $a Kratzig, Markus. $3 566409
700 1 $a Phillips, Peter C. B. $3 566410
700 1 $a Smith, Richard J. $3 566411
710 2 $a Ebooks Corporation. $3 380544
776 1 $z 9780521839198
856 4 0 $z Click here to view book $u http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511606885

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