Applied Time Series Econometrics

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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.

A demonstration of how time series econometrics can be used in economics and finance.

Applied Time Series Econometrics

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Author : Helmut Lütkepohl
language : en
Publisher:
Release Date : 2004-08-02

Applied Time Series Econometrics written by Helmut Lütkepohl and has been published by 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 Time Series Econometrics

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Author : Geda, Alemayehu
language : en
Publisher: University of Nairobi Press
Release Date : 2015-03-16

Applied Time Series Econometrics written by Geda, Alemayehu and has been published by University of Nairobi Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-16 with Business & Economics categories.

This book attempts to demystify time series econometrics so as to equip macroeconomic researchers focusing on Africa with solid but accessible foundation in applied time series techniques that can deal with challenges of developing economic models using African data.

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 Time Series Modelling And Forecasting

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Author : Richard Harris
language : en
Publisher: Wiley
Release Date : 2003-06-02

Applied Time Series Modelling And Forecasting written by Richard Harris and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-02 with Business & Economics categories.

This book covers time series modeling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions.

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 Time Series

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Author : Walter Enders
language : en
Publisher: Wiley Global Education
Release Date : 2014-11-03

Applied Econometric Time Series written by Walter Enders and has been published by Wiley Global Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-03 with Business & Economics categories.

Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.

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 Times Series

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Author : Walter Enders
language : en
Publisher:
Release Date : 2004-02-20

Applied Econometric Times Series 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 2004-02-20 with categories.

Reflects advances in time series econometrics, such as out of sample forecasting techniques, non linear time series models, Monte Carlo analysis, and bootstrapping. This book contains numerous examples from fields ranging from agricultural economics to transnational terrorism to illustrate various techniques.

Elements Of Time Series Econometrics An Applied Approach

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Author : Evžen Kočenda
language : en
Publisher: Karolinum Press
Release Date : 2014-03-01

Elements Of Time Series Econometrics An Applied Approach written by Evžen Kočenda and has been published by Karolinum Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-01 with Business & Economics categories.

This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretical tools. Accordingly, material is presented in a way that is easy to understand. In many cases intuitive explanation and understanding of the studied phenomena are offerd. Essential concepts are illustrated by clear-cut examples. The attention of readers is drawn to numerous applied works where the use of specific techniques is best illustrated. Such applications are chiefly connected with issues of recent economic transition and European integration. The outlined style of presentation makes the book also a rich source of references. The text is divided into four major sections. The first section, "The Nature of Time Series?, gives an introduction to time series analysis. The second section, "Difference Equations?, describes briefly the theory of difference equations with an emphasis on results that are important for time series econometrics. The third section, "Univariate Time Series?, presents the methods commonly used in univariate time series analysis, the analysis of time series of one single variable. The fourth section, "Multiple Time Series?, deals with time series models of multiple interrelated variables. Appendices contain an introduction to simulation techniques and statistical tables.