Time Series Econometrics Learning Through Replication /

• Κύριος συγγραφέας: Levendis, John D. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Springer Texts in Business and Economics,
• Θέματα: Econometrics.; Statistics .; Macroeconomics.; Statistics for Business, Management, Economics, Finance, Insurance.; Macroeconomics/Monetary Economics//Financial Economics.

In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by ste...

Πίνακας περιεχομένων:

• Chapter 1: Introduction
• Chapter 2: ARMA (p,q) Processes
• Chapter 3: Non-Stationary and ARIMA (p,d,q) Processes
• Chapter 4: Unit Root and Stationarity Tests
• Chapter 5: Structural Breaks and Non-Stationairty
• Chapter 6: ARCH, GARCH and Time-Varying Variance
• Chapter 7: Multiple Time Series and Vector Autoregressions
• Chapter 8: Multiple Time Series and Cointegration.