Envío gratis a partir de 69,99 euros.

«Comprobar estado del pedido»

Entre a formar parte de una comunidad de amantes de los libros del mundo entero y acceda a un sinfín de ventajas. Crear una cuenta gratis

Envío gratuito con Zásilkovna para compras superiores a 59.99 €

Mensajería SEUR 4.99 € Mensajería GLS 7.99 € Mensajería Correos 5.49 € Mensajería DHL 5.49 € Punto SEUR 3.99 €

Contacto

Cómo comprar

Ayuda

Mi cuenta

▸ Vacío :-(

Envío gratis a partir de 69,99 euros.

Time Series Econometrics

Name: Time Series Econometrics
Brand: Springer International Publishing AG
SKU: 19703685
Price: 110.59 EUR
Availability: InStock
Author: Klaus Neusser
ISBN: 9783319813875

Klaus Neusser

Idioma

Inglés

Libro Tapa blanda

Código Libristo: 19703685

Editores Springer International Publishing AG, mayo 2018

This text presents modern developments in time series analysis and focuses on their application to e... Descripción completa

Código Libristo: 19703685

271 b

110.59 €

Almacenamiento externo Envío en 5-8 días

Hasta 30 días para devoluciones

Clientes que también han comprado

100 Questions/Réponses sur le Droit pénal Guillermet

Tapa blanda

17.09 €

24 Cuentos de Navidad y de Reyes Hans Christian Andersen

Tapa blanda

14.19 €

Sviluppare l'intelligenza numerica 1. Attività e giochi con i numeri fino a 10 Daniela Lucangeli

binding.

31.79 €

Nija Vicharana: Self-Inquiry MR P V S Suryanarayana Raju Raju

Tapa blanda

10.69 €

NIRE PILOTA SUSAETA

Tapa blanda

9.59 €

Les animaux tuftés avec Clotilde Puy Clotilde Puy

Tapa blanda

25.29 €

REPERES, NO 68 - 2023-2. NOUVEAUX OBJETS ET NOUVEAUX CONTEXTES D'ENSEIGNEMENT DE L'ORAL DIAS-CHIARUTTINI ANA

Tapa blanda

27.69 €

La piramide di fango Andrea Camilleri

Tapa blanda

17.19 €

giardiniere virtuoso. Una raccolta di consigli pratici per un mondo più verde Gareth Richards

Tapa dura

23.89 €

Die Kleinfunde von Burg Alt-Rettenberg Gemeinde Kolsassberg, Tirol David Jaumann

Tapa blanda

22.09 €

Typen moderner Demokratietheorien Hubertus Buchstein

Adobe ePub DRM

14.09 €

Private Banking und Financial Planning Frank Schneider

Tapa blanda

34.59 €

Sammlung von Studien über Nutzpflanzengenetik und Züchtung von Gerste und Weizen

Tapa blanda

37.39 €

Bibliothèque Disney - Encanto : La fantastique famille Madrigal - Le roman du film Walt Disney company

Tapa blanda

9.39 €

Le Socialisme Contemporain Et La Propriete, Apercu Historique (2eme Edition) Ardant-G

Tapa blanda

15.19 €

SOSPAN FACH FANFARE -PARTITION+PARTIES SEPAREES GORDON JACOB Libro

binding.

109.09 €

Dans les traces de Gandhi - la force de la non-violence Ingram

binding.

25.79 €

DISEÑO GRÁFICO DIGITAL ANNA MARIA LOPEZ LOPEZ

Tapa dura

54.19 €

Irrigacao da Gerbera de Corte Jéssica Dariane Piroli

Tapa blanda

49.19 €

Derecho de marcas e Internet Ángel García Vidal

Tapa blanda

59.39 €

Consejos de un discipulo de Morrison a un fanatico de Joyce ROBERTO BOLAÑO

Tapa blanda

12.49 €

Valorisation de fruits tropicaux Cas de production de vins de fruits Michael Bokana

Tapa blanda

39.39 €

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.