000 | 03054nam a22005415i 4500 | ||
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001 | 978-3-642-33436-8 | ||
003 | DE-He213 | ||
005 | 20200420211744.0 | ||
007 | cr nn 008mamaa | ||
008 | 121009s2013 gw | s |||| 0|eng d | ||
020 |
_a9783642334368 _9978-3-642-33436-8 |
||
024 | 7 |
_a10.1007/978-3-642-33436-8 _2doi |
|
050 | 4 | _aHB139-141 | |
072 | 7 |
_aKCH _2bicssc |
|
072 | 7 |
_aBUS021000 _2bisacsh |
|
082 | 0 | 4 |
_a330.015195 _223 |
100 | 1 |
_aKirchg�assner, Gebhard. _eauthor. |
|
245 | 1 | 0 |
_aIntroduction to Modern Time Series Analysis _h[electronic resource] / _cby Gebhard Kirchg�assner, J�urgen Wolters, Uwe Hassler. |
250 | _a2nd ed. 2013. | ||
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2013. |
|
300 |
_aXII, 320 p. _bonline resource. |
||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
||
338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aSpringer Texts in Business and Economics, _x2192-4333 |
|
505 | 0 | _aIntroduction and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Nonstationary Panel Data -- Autoregressive Conditional Heteroscedasticity. | |
520 | _aThis 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.  . | ||
650 | 0 | _aGame theory. | |
650 | 0 | _aStatistics. | |
650 | 0 | _aEconometrics. | |
650 | 0 | _aMacroeconomics. | |
650 | 1 | 4 | _aEconomics. |
650 | 2 | 4 | _aEconometrics. |
650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
650 | 2 | 4 | _aGame Theory, Economics, Social and Behav. Sciences. |
650 | 2 | 4 | _aMacroeconomics/Monetary Economics//Financial Economics. |
700 | 1 |
_aWolters, J�urgen. _eauthor. |
|
700 | 1 |
_aHassler, Uwe. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642334351 |
830 | 0 |
_aSpringer Texts in Business and Economics, _x2192-4333 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-33436-8 |
912 | _aZDB-2-SBE | ||
942 | _cEBK | ||
999 |
_c50871 _d50871 |