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Time Series Econometrics

  • Fester Einband
  • 156 Seiten
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This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and... Weiterlesen
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Beschreibung

This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.

Autorentext

Terence C. Mills



Inhalt

1. Introduction
2. Modelling Stationary Time Series: the ARMA Approach
3. Non-stationary Time Series: Differencing and ARIMA Modelling
4. Unit Roots and Related Topics
5. Modelling Volatility using GARCH Processes
6. Forecasting with Univariate Models
7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
8. Cointegration in Single Equations
9. Cointegration in Systems of Equations
10. Extensions and Developments
Index

Produktinformationen

Titel: Time Series Econometrics
Untertitel: A Concise Introduction
Autor:
EAN: 9781137525321
ISBN: 978-1-137-52532-1
Format: Fester Einband
Genre: Wirtschaft
Anzahl Seiten: 156
Gewicht: 344g
Größe: H11mm x B225mm x T145mm
Jahr: 2015
Auflage: 1st ed. 2015