Applied Econometric Time Series
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Applied Time Series Econometrics
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Author : Helmut Lütkepohl
language : en
Publisher: Cambridge University Press
Release Date : 2004-08-02
Applied Time Series Econometrics written by Helmut Lütkepohl and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-08-02 with Business & Economics categories.
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Applied Econometric Time Series
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Author : Walter Enders
language : en
Publisher: Wiley
Release Date : 2003-08-01
Applied Econometric Time Series written by Walter Enders and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-08-01 with Business & Economics categories.
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.
Applied Econometric Time Series 2nd Ed
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Author : Walter Enders
language : en
Publisher: John Wiley & Sons
Release Date : 2008-01-09
Applied Econometric Time Series 2nd Ed written by Walter Enders and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-09 with categories.
Assuming only a basic understanding of multiple regression analysis, Walter Enders's accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. This book reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.· Difference Equations · Stationary Time-Series Models · Modeling Volatility · Models With Trend · Multi-equation Time-Series Models · Co-integration And Error-Correction Models · Nonlinear Time-Series Models
Applied Econometric Times Series
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Author : Walter Enders
language : en
Publisher: Wiley
Release Date : 2014-11-03
Applied Econometric Times Series written by Walter Enders and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-03 with Business & Economics categories.
An Introduction To Applied Econometrics
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Author : K. D. Patterson
language : en
Publisher: Palgrave Macmillan
Release Date : 2000
An Introduction To Applied Econometrics written by K. D. Patterson and has been published by Palgrave Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.
Applied Econometric Time Series
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Author : Enders
language : en
Publisher: Wiley
Release Date : 1996-04-12
Applied Econometric Time Series written by Enders and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-04-12 with categories.
"Amstat News" asked three review editors to rate their top five favorite books in the September 2003 issue. "Applied Econometric Times Series" was among those chosen. Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis. Describes the theory of difference equations, demonstrating that they are the foundation of all time-series models with emphasis on the Box-Jenkins methodology. Considers many recent developments in time series analysis including unit root tests, ARCH models, cointegration/error-correction models, vector autoregressions and more. There are numerous examples to illustrate various techniques, many of which concern econometric models of transnational terrorism. The accompanying disk provides data for students to work with.
Topics In Time Series Econometrics
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Author : Maria Grazia Zoia
language : en
Publisher: EDUCatt - Ente per il diritto allo studio universitario dell'Università Cattolica
Release Date : 2014-06-18
Topics In Time Series Econometrics written by Maria Grazia Zoia and has been published by EDUCatt - Ente per il diritto allo studio universitario dell'Università Cattolica this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-18 with Business & Economics categories.
Introductory Econometrics Asia Pacific Edition With Online Study Tools 12 Months
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Author : Jeffrey M. Wooldridge
language : en
Publisher: Cengage AU
Release Date : 2016-10-24
Introductory Econometrics Asia Pacific Edition With Online Study Tools 12 Months written by Jeffrey M. Wooldridge and has been published by Cengage AU this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-24 with Business & Economics categories.
Econometrics is the combined study of economics and statistics and is an 'applied' unit. It is increasingly becoming a core element in finance degrees at upper levels. This first local adaptation of Wooldridge's text offers a version of Introductory Econometrics with a structural redesign that will better suit the market along with Asia-Pacific examples and data. Two new chapters at the start of the book have been developed from material originally in Wooldridge's appendix section to serve as a clear introduction to the subject and as a revision tool that bridges students' transition from basic statistics into econometrics. This adaptation includes data sets from Australian and New Zealand, as well as from the Asia-Pacific region to suit the significant portion of finance students who are from Asia and the likelihood that many graduates will find employment overseas.
Applied Econometric Times Series 3rd Edition
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Author : Walter Enders
language : en
Publisher:
Release Date : 2009
Applied Econometric Times Series 3rd Edition written by Walter Enders and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Industrial management categories.
Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material.
The Routledge Handbook Of Agricultural Economics
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Author : Gail Cramer
language : en
Publisher: Routledge
Release Date : 2018-07-17
The Routledge Handbook Of Agricultural Economics written by Gail Cramer and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-17 with Business & Economics categories.
This Handbook offers an up-to-date collection of research on agricultural economics. Drawing together scholarship from experts at the top of their profession and from around the world, this collection provides new insights into the area of agricultural economics. The Routledge Handbook of Agricultural Economics explores a broad variety of topics including welfare economics, econometrics, agribusiness, and consumer economics. This wide range reflects the way in which agricultural economics encompasses a large sector of any economy, and the chapters present both an introduction to the subjects as well as the methodology, statistical background, and operations research techniques needed to solve practical economic problems. In addition, food economics is given a special focus in the Handbook due to the recent emphasis on health and feeding the world population a quality diet. Furthermore, through examining these diverse topics, the authors seek to provide some indication of the direction of research in these areas and where future research endeavors may be productive. Acting as a comprehensive, up-to-date, and definitive work of reference, this Handbook will be of use to researchers, faculty, and graduate students looking to deepen their understanding of agricultural economics, agribusiness, and applied economics, and the interrelationship of those areas.