Time Series Models
Seiten
1993
|
2nd edition
Financial Times Prentice Hall (Verlag)
978-0-7450-1200-1 (ISBN)
Financial Times Prentice Hall (Verlag)
978-0-7450-1200-1 (ISBN)
- Titel ist leider vergriffen;
keine Neuauflage - Artikel merken
A companion volume to "The Econometric Analysis of Time" series, this book focuses on the estimation, testing and specification of dynamic models which are not based on any behavioural theory. It covers univariate and multivariate time series and emphasizes autoregressive moving-average processes. The book has been updated for this edition. It aims to provide a wide-ranging survey of the whole subject and and is intended for advanced undergraduates and graduate students of econometrics. It can also be used by students in other disciplines such as geography and engineering where the use of time series analysis is important.
Stationary stochastic processes and their properties in the time domain; the frequency domain; state space models and the Kalman filter; estimation of autoregressive-moving average models; model building and prediction; selected topics in the time series regression.
Erscheint lt. Verlag | 1.3.1993 |
---|---|
Verlagsort | Harlow |
Sprache | englisch |
Maße | 155 x 232 mm |
Gewicht | 493 g |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
ISBN-10 | 0-7450-1200-0 / 0745012000 |
ISBN-13 | 978-0-7450-1200-1 / 9780745012001 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
mit Aufgaben, Klausuren und Lösungen
Buch | Softcover (2023)
UTB (Verlag)
24,90 €
Set aus Lehr- und Arbeitsbuch
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
35,95 €
Buch | Softcover (2024)
Vahlen, Franz (Verlag)
44,90 €