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Item Details
| Title:
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INTRODUCTION TO MODERN TIME SERIES ANALYSIS
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| By: |
Gebhard Kirchgassner, Jurgen Wolters |
| Format: |
Hardback |
| List price:
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£81.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
354073290X |
| ISBN 13: |
9783540732907 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
29 August, 2007 |
| Pages: |
284 |
| Description: |
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary. |
| Synopsis: |
This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models. |
| Illustrations: |
black & white illustrations |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Non-returnable |
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