Springer Texts in Business and Economics

ISBN: 9783642440298

$99.00 $84.15

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. 

Title:
Springer Texts in Business and Economics
ISBN-13:
9783642440298
Author:
Publisher:
Springer Berlin Heidelberg
Published Date:
20141109
Edition:
2
Binding
Paperback / softback
Pages:
320
Language:
English
Product Dim.:
9.25 H x 6.10 W (inches)

Special Offers and Promotions

Our print to order bookstore saves you money. There are currently no special offers for Springer Texts in Business and Economics

Editorial Reviews

Thank you for selecting our online bookstore. Currently, there are no editorial book reviews for Springer Texts in Business and Economics

About Pubgraphics Direct

PGDirect is an online bookstore that has embraced the concept of direct to consumer selling for self-published books, softcover and hardcover books, specialty books, children's books, hard to find books, college textbooks, print on demand books and more.

Your Cart


Fatal error: Allowed memory size of 536870912 bytes exhausted (tried to allocate 89 bytes) in /home/pgdirect/public_html/wp-includes/wp-db.php on line 1972