Introduction to Modern Time Series Analysis (Record no. 50871)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03054nam a22005415i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-642-33436-8 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420211744.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 121009s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783642334368 |
| -- | 978-3-642-33436-8 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 330.015195 |
| 100 1# - AUTHOR NAME | |
| Author | Kirchg�assner, Gebhard. |
| 245 10 - TITLE STATEMENT | |
| Title | Introduction to Modern Time Series Analysis |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XII, 320 p. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Texts in Business and Economics, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | Introduction and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Nonstationary Panel Data -- Autoregressive Conditional Heteroscedasticity. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.  . |
| 700 1# - AUTHOR 2 | |
| Author 2 | Wolters, J�urgen. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Hassler, Uwe. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-33436-8 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Game theory. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Econometrics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Game Theory, Economics, Social and Behav. Sciences. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics/Monetary Economics//Financial Economics. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 2192-4333 |
| 912 ## - | |
| -- | ZDB-2-SBE |
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