Applied time series econometrics
ed. by Helmut Lütkepohl (European University Instiute, Florence), Markus Krätzig (Humboldt University, Berlin)
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Lütkepohl, Helmut (contributor) ; Krätzig, Markus (contributor) |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Ökonometrie | Econometrics |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
| Extent: | Online-Ressource (XXVI, 323 pages) Diagramme |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift |
| Language: | English |
| Notes: | Literaturverz. S. 301 - 315 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 |
| ISBN: | 0-511-20844-8 ; 0-511-21560-6 ; 0-511-21739-0 ; 0-511-60688-5 ; 0-511-21202-X ; 0-521-54787-3 ; 0-521-83919-X ; 978-0-511-20844-7 ; 978-0-511-21560-5 ; 978-0-511-21739-5 ; 978-0-511-60688-5 ; 978-0-511-21202-4 ; 978-0-521-83919-8 ; 978-0-521-54787-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012673424