An edition of Applied time series econometrics
(2004)
Applied time series econometrics
by Helmut Lütkepohl
- 1 Want to read
Share
×Close
This work doesn't have a description yet. Can you add one?
Check nearby libraries
Buy this book
Previews available in: English
Subjects
Mathematical models, Time-series analysis, Econometrics| Edition | Availability |
|---|---|
1
Applied Time Series Econometrics
2009, Cambridge University Press
in English
0511606885 9780511606885
|
zzzz
|
2
Applied time series econometrics
2004, Cambridge University Press
in English
052183919X 9780521839198
|
aaaa
|
3
Applied Time Series Econometrics (Themes in Modern Econometrics)
August 4, 2004, Cambridge University Press
Paperback
in English
0521547873 9780521547871
|
zzzz
|
|
4
Applied Time Series Econometrics
2004, Cambridge University Press
in English
051121202X 9780511212024
|
zzzz
|
|
5
Applied Time Series Econometrics
2004, Cambridge University Press
in English
0511213794 9780511213793
|
zzzz
|
|
6
Applied Time Series Econometrics
2004, Cambridge University Press
in English
0511217390 9780511217395
|
zzzz
|
Book Details
Table of Contents
Initial tasks and overview ; Univariate time series analysis ; Vector autoregressive and vector error correction models / Helmut Lütkepohl
Structural vector autoregressive modeling and impulse responses / Jörg Breitung, Ralf Brüggemann, and Helmut Lütkepohl
Conditional heteroskedasticity / Helmut Herwartz
Smooth transition regression modeling / Timo Teräsvirta
Nonparametric time series modeling / Rolf Tschernig
The software JMulTi / Markus Krätzig.
Edition Notes
Includes bibliographical references (p. 301-315) and index.
Classifications
The Physical Object
Edition Identifiers
Work Identifiers
Community Reviews (0)
| October 23, 2021 | Edited by ImportBot | import existing book |
| February 7, 2019 | Created by MARC Bot | import existing book |