Kontakt
Jak nakupovat
Doručení
Nákupní rádce
Time Series Econometrics
Angličtina
235 b
Až 30 dní na vrácení zboží
Zákazníci také koupili
/
binding.
731
Kč
/
Brožovaná
666
Kč
/
Pevná
546
Kč
/
Brožovaná
225
Kč
/
Brožovaná
311
Kč
/
Brožovaná
813
Kč
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.
Informace o knize
Angličtina
Darujte tuto knihu ještě dnes
Je to snadné
1 Přidejte knihu do košíku a zvolte doručit jako dárek 2 Obratem vám zašleme poukaz 3 Kniha dorazí na adresu obdarovanéhoMohlo by vás také zajímat
/
Brožovaná
341
Kč
/
Brožovaná
1 404
Kč
/
Brožovaná
1 025
Kč
/
Brožovaná
145
Kč
/
Brožovaná
361
Kč
Ahoj! Jsem Libroamiko, tvůj knižní rádce.
Jak ti můžu pomoct?