Author : Bernhard Pfaff
Publisher : Springer Science & Business Media
Page : 193 pages
File Size : 45,76 MB
Release : 2008-09-03
Category : Business & Economics
ISBN : 0387759670
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Author : James H. Stock
Publisher : Prentice Hall
Page : 0 pages
File Size : 23,85 MB
Release : 2015
Category : Econometrics
ISBN : 9780133486872
For courses in Introductory Econometrics Engaging applications bring the theory and practice of modern econometrics to life. Ensure students grasp the relevance of econometrics with Introduction to Econometrics-the text that connects modern theory and practice with motivating, engaging applications. The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. This program provides a better teaching and learning experience-for you and your students. Here's how: Personalized learning with MyEconLab-recommendations to help students better prepare for class, quizzes, and exams-and ultimately achieve improved comprehension in the course. Keeping it current with new and updated discussions on topics of particular interest to today's students. Presenting consistency through theory that matches application. Offering a full array of pedagogical features. Note: You are purchasing a standalone product; MyEconLab does not come packaged with this content. If you would like to purchase both the physical text and MyEconLab search for ISBN-10: 0133595420 ISBN-13: 9780133595420. That package includes ISBN-10: 0133486877 /ISBN-13: 9780133486872 and ISBN-10: 0133487679/ ISBN-13: 9780133487671. MyEconLab is not a self-paced technology and should only be purchased when required by an instructor.
Author : G. S. Maddala
Publisher : Cambridge University Press
Page : 528 pages
File Size : 46,61 MB
Release : 1998
Category : Business & Economics
ISBN : 9780521587822
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author : Fabio Busetti
Publisher :
Page : 52 pages
File Size : 37,70 MB
Release : 2003
Category : Cointegration
ISBN :
Author : Katarina Juselius
Publisher : OUP Oxford
Page : 478 pages
File Size : 49,37 MB
Release : 2006-12-07
Category : Business & Economics
ISBN : 0191622966
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochastic trends and the impulse response functions, providing in each case illustrations of applicability. This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Author : Christian L. Dunis
Publisher : John Wiley & Sons
Page : 426 pages
File Size : 46,15 MB
Release : 2004-01-09
Category : Business & Economics
ISBN : 0470871342
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
Author : Cory Terrell
Publisher : Scientific e-Resources
Page : 299 pages
File Size : 48,30 MB
Release : 2019-09-02
Category :
ISBN : 1839473290
Regression methods have been a necessary piece of time arrangement investigation for over a century. As of late, new advancements have made real walks in such territories as non-constant information where a direct model isn't fitting. This book acquaints the peruser with fresher improvements and more assorted regression models and methods for time arrangement examination. Open to any individual who knows about the fundamental present day ideas of factual deduction, Regression Models for Time Series Analysis gives a truly necessary examination of late measurable advancements. Essential among them is the imperative class of models known as summed up straight models (GLM) which gives, under a few conditions, a bound together regression hypothesis reasonable for constant, all out, and check information. The creators stretch out GLM methodology deliberately to time arrangement where the essential and covariate information are both arbitrary and stochastically reliant. They acquaint readers with different regression models created amid the most recent thirty years or somewhere in the vicinity and condense traditional and later outcomes concerning state space models.
Author : John Kitchen
Publisher :
Page : 28 pages
File Size : 44,17 MB
Release : 1990
Category : Agriculture
ISBN :
Author : Fakher Chaari
Publisher : Springer
Page : 234 pages
File Size : 15,65 MB
Release : 2019-07-31
Category : Technology & Engineering
ISBN : 3030225291
This book gathers contributions presented at the 10th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2017. It includes twelve interesting papers covering current topics related to both cyclostationary and general non stationary processes. Moreover, this book, which covers both theoretical and practical issues, offers a practice-oriented guide to the analysis of data sets with non-stationary behavior and a bridge between basic and applied research on nonstationary processes. It provides students, researchers and professionals with a timely guide on cyclostationary systems, nonstationary processes and relevant engineering applications.
Author : Ondrej Jaško
Publisher : University of Belgrade, Faculty of Organizational Sciences
Page : 1520 pages
File Size : 38,58 MB
Release : 2016-06-03
Category : Business & Economics
ISBN : 8676803269
