Introduction to Modern Time Series Analysis

• Κύριοι συγγραφείς: Kirchgässner, Gebhard (Συγγραφέας), Wolters, Jürgen (Συγγραφέας), Hassler, Uwe (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Έκδοση: 2nd ed. 2013.
• Σειρά: Springer Texts in Business and Economics,
• Θέματα: Game theory.; Statistics.; Econometrics.; Macroeconomics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Game Theory, Economics, Social and Behav. Sciences.; Macroeconomics/Monetary Economics//Financial Economics.

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstation...

Πίνακας περιεχομένων:

• Introduction and Basics
• Univariate Stationary Processes
• Granger Causality
• Vector Autoregressive Processes
• Nonstationary Processes
• Cointegration
• Nonstationary Panel Data
• Autoregressive Conditional Heteroscedasticity.