Applied time series econometrics
ed. by Helmut Lütkepohl; Markus Krätzig
| Year of publication: |
2009 ; Transferred to digital printing
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|---|---|
| Other Persons: | Lütkepohl, Helmut (ed.) ; Krätzig, Markus (contributor) |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrisches Modell | Econometric model | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Heteroskedastizität | Heteroscedasticity | Software |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXV, 323 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Enth. 8 Beitr. Literaturverz. S. 301 - 315 |
| ISBN: | 978-0-521-83919-8 ; 978-0-521-54787-1 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009702029