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Time Series Econometrics, Neusser


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Цена: 93160.00T
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Автор: Neusser
Название:  Time Series Econometrics
ISBN: 9783319328614
Издательство: Springer
Классификация:


ISBN-10: 3319328611
Обложка/Формат: Hardback
Страницы: 409
Вес: 0.81 кг.
Дата издания: 2016
Серия: Springer Texts in Business and Economics
Язык: English
Издание: 1st ed. 2016
Иллюстрации: 64 illustrations, color; 2 illustrations, black and white; xxiv, 409 p. 66 illus., 64 illus. in color.
Размер: 244 x 161 x 30
Читательская аудитория: Graduate/advanced undergraduate textbook
Основная тема: Business/Economics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.

Дополнительное описание: 1. Introduction.-2. ARMA models.- 3. Forecasting stationary processes.- 4. Estimation of Meanand Autocovariance Function.- 5.Estimation of ARMA Models.- 6. SpectralAnalysis and Linear Filters.- 7. Integrated Processes.- 8. Models of Volatility.-9. Multiva


Introduction to Time Series Using Stata

Автор: Becketti
Название: Introduction to Time Series Using Stata
ISBN: 1597181323 ISBN-13(EAN): 9781597181327
Издательство: Taylor&Francis
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Цена: 75530.00 T
Наличие на складе: Невозможна поставка.
Описание: Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.

Econometrics and data analysis for developing countries

Автор: Mukherjee, Chandan Etc. White, Howard Wuyts, Mark
Название: Econometrics and data analysis for developing countries
ISBN: 0415094003 ISBN-13(EAN): 9780415094009
Издательство: Taylor&Francis
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Цена: 65320.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A rigorous but accessible foundation to modern data analysis and econometric practice. Contains many examples and exercises and data from developing countries which is available for immediate use on a free floppy disk.

Handbook of Econometrics,1

Автор: M.D. Intriligator
Название: Handbook of Econometrics,1
ISBN: 0444861858 ISBN-13(EAN): 9780444861856
Издательство: Elsevier Science
Рейтинг:
Цена: 128010.00 T
Наличие на складе: Поставка под заказ.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
Рейтинг:
Цена: 52790.00 T
Наличие на складе: Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

A Guide to Modern Econometrics

Автор: Verbeek M
Название: A Guide to Modern Econometrics
ISBN: 1119951674 ISBN-13(EAN): 9781119951674
Издательство: Wiley
Рейтинг:
Цена: 52790.00 T
Наличие на складе: Поставка под заказ.
Описание: This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at www.wileyeurope.com/college/verbeek

Time Series Econometrics

Автор: Mills
Название: Time Series Econometrics
ISBN: 1137525320 ISBN-13(EAN): 9781137525321
Издательство: Springer
Рейтинг:
Цена: 81050.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.

An Introduction to Modern Econometrics Using Stata

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
Рейтинг:
Цена: 88800.00 T
Наличие на складе: Невозможна поставка.
Описание:

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.

As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming.

Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.


Applied Nonparametric Econometrics

Автор: Henderson
Название: Applied Nonparametric Econometrics
ISBN: 0521279682 ISBN-13(EAN): 9780521279680
Издательство: Cambridge Academ
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Цена: 44350.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians, discussing basic to advanced nonparametric methods with applications.

Applied econometrics

Название: Applied econometrics
ISBN: 1138014443 ISBN-13(EAN): 9781138014442
Издательство: Taylor&Francis
Рейтинг:
Цена: 816640.00 T
Наличие на складе: Невозможна поставка.
Описание: A new title from Routledge, this is a four-volume collection of cutting-edge and foundational research.

Econometrics

Автор: Fumio Hayashi
Название: Econometrics
ISBN: 0691010188 ISBN-13(EAN): 9780691010182
Издательство: Wiley
Рейтинг:
Цена: 68640.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.

Basic econometrics

Автор: Gujarati, Damodar N.
Название: Basic econometrics
ISBN: 0071276254 ISBN-13(EAN): 9780071276252
Издательство: McGraw-Hill
Рейтинг:
Цена: 43240.00 T
Наличие на складе: Невозможна поставка.
Описание: Gujarati and Porter`s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level.

Advanced econometrics of tourism demand

Автор: Song, Haiyan Witt, Stephen F. Li, Gang
Название: Advanced econometrics of tourism demand
ISBN: 041599120X ISBN-13(EAN): 9780415991209
Издательство: Taylor&Francis
Рейтинг:
Цена: 148010.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Tourism demand is the foundation on which all tourism-related business decisions ultimately rest. This book introduces students, researchers and practitioners to the modern developments in advanced econometric methodology within the context of tourism demand analysis and illustrates these developments with actual tourism applications.


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