Introduction to Modern Time Series Analysis, Gebhard Kirchg?ssner; J?rgen Wolters; Uwe Hassler

Автор: Acemoglu, Daron
Название: Introduction to Modern Economic Growth
ISBN: 0691132925 ISBN-13(EAN): 9780691132921
Издательство: Wiley
Рейтинг:
Цена: 58080.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gives graduate student`s tools to analyze growth and related macroeconomic problems, and also perspective needed to apply those tools to the big-picture questions of growth and divergence. In this title, the author introduces economic and mathematical foundations of modern growth theory and macroeconomics in a rigorous and easy to follow manner.

Автор: Lutkepohl, Helmut
Название: New Introduction to Multiple Time Series Analysis
ISBN: 3540262393 ISBN-13(EAN): 9783540262398
Издательство: Springer
Рейтинг:
Цена: 110090.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting.

Автор: Commandeur, Jacques J.F.; Koopman, Siem Jan
Название: An Introduction to State Space Time Series Analysis
ISBN: 0199228876 ISBN-13(EAN): 9780199228874
Издательство: Oxford Academ
Рейтинг:
Цена: 51210.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.

Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul
Название: Introduction to Time Series Analysis and Forecasting
ISBN: 1118745116 ISBN-13(EAN): 9781118745113
Издательство: Wiley
Рейтинг:
Цена: 121390.00 T
Наличие на складе: Поставка под заказ.
Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.

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.

Автор: T.S. Rao; M.M. Gabr
Название: An Introduction to Bispectral Analysis and Bilinear Time Series Models
ISBN: 0387960392 ISBN-13(EAN): 9780387960395
Издательство: Springer
Рейтинг:
Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theory of time series models has been well developed over the last thirt,y years. The most interesting feature of such a model is that its second order covariance analysis is ve~ similar to that for a linear model. This demonstrates the importance of higher order covariance analysis for nonlinear models.

Автор: Ruey Tsay
Название: Analysis of Financial Time Series
ISBN: 0470414359 ISBN-13(EAN): 9780470414354
Издательство: Wiley
Рейтинг:
Цена: 131950.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.

Автор: Helmut L?tkepohl
Название: Introduction to Multiple Time Series Analysis
ISBN: 3540569405 ISBN-13(EAN): 9783540569404
Издательство: Springer
Рейтинг:
Цена: 83850.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Deals with analyzing and forecasting multiple time series. This textbook discusses models such as vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models, and methods like estimation, specification, and checking the adequacy of these models.

Автор: T. W. Anderson
Название: An Introduction to Multivariate Statistical Analysis, Third Edition
ISBN: 0471360910 ISBN-13(EAN): 9780471360919
Издательство: Wiley
Рейтинг:
Цена: 184750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.

Автор: Becketti
Название: Introduction to Time Series Using Stata
ISBN: 1597181323 ISBN-13(EAN): 9781597181327
Издательство: Taylor&Francis
Рейтинг:
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.