Modelling Trends and Cycles in Economic Time Series, Mills Terence C.

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521139813 ISBN-13(EAN): 9780521139816
Издательство: Cambridge Academ
Рейтинг:
Цена: 78150.00 T
Наличие на складе: Ожидается поступление.
Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521196604 ISBN-13(EAN): 9780521196604
Издательство: Cambridge Academ
Рейтинг:
Цена: 109830.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

Автор: Simon P. Burke; John Hunter; Alessandra Canepa
Название: Multivariate Modelling of Non-Stationary Economic Time Series
ISBN: 0230243304 ISBN-13(EAN): 9780230243309
Издательство: Springer
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Цена: 186330.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.

Автор: Simon P. Burke; John Hunter; Alessandra Canepa
Название: Multivariate Modelling of Non-Stationary Economic Time Series
ISBN: 0230243312 ISBN-13(EAN): 9780230243316
Издательство: Springer
Рейтинг:
Цена: 55890.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.

Автор: S. Burke; J. Hunter
Название: Modelling Non-Stationary Economic Time Series
ISBN: 1403902038 ISBN-13(EAN): 9781403902030
Издательство: Springer
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Цена: 37260.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: S. Burke; J. Hunter
Название: Modelling Non-Stationary Economic Time Series
ISBN: 140390202X ISBN-13(EAN): 9781403902023
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems.

Автор: Terasvirta Clive W J
Название: Modelling Nonlinear Economic Time Series
ISBN: 0199587159 ISBN-13(EAN): 9780199587155
Издательство: Oxford Academ
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Цена: 43810.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.

Автор: Franses, Philip Hans
Название: Periodicity and Stochastic Trends in Economic Time Series
ISBN: 0198774540 ISBN-13(EAN): 9780198774549
Издательство: Oxford Academ
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Цена: 54910.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is an advanced graduate textbook in econometrics. A large proportion of the data studied by econometricians are series of observations of the same variables made over time (time series). This book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.

Автор: I.B. MacNeill; G. Umphrey
Название: Time Series and Econometric Modelling
ISBN: 9027723958 ISBN-13(EAN): 9789027723956
Издательство: Springer
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Цена: 198450.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro- fessor V.

Автор: I.B. MacNeill; G. Umphrey
Название: Time Series and Econometric Modelling
ISBN: 9401086249 ISBN-13(EAN): 9789401086240
Издательство: Springer
Рейтинг:
Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro- fessor V.

Автор: Terasvirta Timo, Tjostheim Dag, Granger Clive J.
Название: Modelling Non-Linear Time Series Ate
ISBN: 0199587140 ISBN-13(EAN): 9780199587148
Издательство: Oxford Academ
Цена: 105600.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.

Автор: Terence C. Mills
Название: The Econometric Modelling of Financial Time Series
ISBN: 052171009X ISBN-13(EAN): 9780521710091
Издательство: Cambridge Academ
Рейтинг:
Цена: 49630.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. This third edition contains a wealth of material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing.