Description: 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.
Price: 183 AUD
Location: Hillsdale, NSW
End Time: 2024-12-07T19:41:50.000Z
Shipping Cost: 32.64 AUD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
Returns Accepted: Returns Accepted
Item must be returned within: 60 Days
Return policy details:
EAN: 9780521839198
UPC: 9780521839198
ISBN: 9780521839198
MPN: N/A
Item Length: 22.9 cm
Book Title: Applied Time Series Econometrics
Item Height: 238mm
Item Width: 157mm
Author: Markus Kratzig, Helmut Lutkepohl
Format: Hardcover
Language: English
Topic: Economics
Publisher: Cambridge University Press
Publication Year: 2004
Type: Textbook
Item Weight: 600 g
Number of Pages: 352 Pages
