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Applied Time Series Econometrics.[el...

Ebooks Corporation.

Applied Time Series Econometrics.[electronic resource].

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330.015195
書名/作者:	Applied Time Series Econometrics.
作者:	Lutkepohl, Helmut.
其他作者:	Ghysels, Eric.
出版者:	Cambridge : : Cambridge University Press,, 2004.
面頁冊數:	351 p.
ISBN:	9780511606885 (electronic bk.)
ISBN:	9780521839198 (print)
內容註:	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
摘要、提要註:	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.
電子資源:	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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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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