This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series. It shows how statistical techniques usually applied to cross-sectional data can be applied to time series in...Loe edasi...
(Ilmumisaeg: 14-Jul-2011, Hardback, Kirjastus: Oxford University Press Inc, ISBN-13: 9780199247011)
This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series. It shows how statistical techniques usually applied to cross-sectional data can be applied to time series in...Loe edasi...
Timo Teräsvirta, Dag Tjøstheim, Clive W. J. Granger
Sari: Advanced Texts in Econometrics
(Ilmumisaeg: 16-Dec-2010, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780199587148)
This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparame...Loe edasi...
This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to th...Loe edasi...
(Ilmumisaeg: 11-Feb-2010, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780199549498)
Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecastin...Loe edasi...
(Ilmumisaeg: 07-Dec-2006, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780199285662)
Provides a comprehensive introduction to VAR modelling and how it can be applied. This book focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. It provides insights i...Loe edasi...
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-...Loe edasi...
Gunnar Bårdsen, Øyvind Eitrheim, Eilev S. Jansen, Ragnar Nymoen
Sari: Advanced Texts in Econometrics
(Ilmumisaeg: 14-Apr-2005, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780199246496)
Four Norwegian academics and researchers examine how and why the discipline of macroeconometric modeling continues to play a role for economic policymaking by adapting to changing demands, as model builders have adopted new insights from economic the...Loe edasi...
This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changing demands, in response, for instance, to new policy regimes like inflation targeting. Model builders...Loe edasi...
(Ilmumisaeg: 07-Apr-2005, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780199267682)
This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the effects of a treatment, such as a drug, educational program, or tax regime, on a response variable like an illness, GPA, or income....Loe edasi...
This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the effects of a treatment, such as a drug, educational program, or tax regime, on a response variable like an illness, GPA, or income....Loe edasi...
This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods...Loe edasi...
(Ilmumisaeg: 01-Apr-2005, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780199278657)
saadame teile pakkumise kasutatud raamatule, mille hind võib erineda kodulehel olevast hinnast
This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods...Loe edasi...
(Ilmumisaeg: 23-Dec-2004, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780198775218)
Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM stati...Loe edasi...
This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main stat...Loe edasi...
(Ilmumisaeg: 20-May-2004, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780198774471)
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of fini...Loe edasi...
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of fini...Loe edasi...
(Ilmumisaeg: 25-Mar-2004, Hardback, Kirjastus: Oxford University Press, ISBN-13: 9780199242023)
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in...Loe edasi...
An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series mod...Loe edasi...
(Ilmumisaeg: 28-Aug-2003, Hardback, Kirjastus: Oxford University Press Inc, ISBN-13: 9780199257294)
saadame teile pakkumise kasutatud raamatule, mille hind võib erineda kodulehel olevast hinnast
Time Series with Long Memory comprises a collection on time series analysis. Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed with empiric...Loe edasi...
