An edition of Applied time series econometrics (2004)

Applied time series econometrics

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Cover of: Applied time series econometrics by edited by Helmut Lütkepohl, Markus Krätzig.
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Last edited by ImportBot
October 23, 2021 | History
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An edition of Applied time series econometrics (2004)

Applied time series econometrics

by

  • 0 Ratings
  • 1 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Cambridge University Press
Language
English
Pages
323

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Previews available in: English

Subjects
Mathematical models, Time-series analysis, Econometrics
Edition Availability
Cover of: Applied Time Series Econometrics
Applied Time Series Econometrics
2009, Cambridge University Press
in English
Libraries near you: WorldCat
Cover of: Applied time series econometrics
Applied time series econometrics
2004, Cambridge University Press
in English
Libraries near you: WorldCat
Cover of: Applied Time Series Econometrics
Applied Time Series Econometrics
2004, Cambridge University Press
in English
Libraries near you: WorldCat
Cover of: Applied Time Series Econometrics (Themes in Modern Econometrics)
Applied Time Series Econometrics (Themes in Modern Econometrics)
August 4, 2004, Cambridge University Press
Paperback in English
Libraries near you: WorldCat
Cover of: Applied Time Series Econometrics
Applied Time Series Econometrics
2004, Cambridge University Press
in English
Libraries near you: WorldCat
Cover of: Applied Time Series Econometrics
Applied Time Series Econometrics
2004, Cambridge University Press
in English
Libraries near you: WorldCat

Add another edition?

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.

Published in
Cambridge, UK, New York
Series
Themes in modern econometrics

Classifications

Library of Congress
HA30.3 .A67 2004, HA30.3.A67 2004

The Physical Object

Pagination
xxv, 323 p. :
Number of pages
323

ID Numbers

Open Library
OL15566028M
Internet Archive
appliedtimeserie0000unse_j7e7
ISBN 10
052183919X, 0521547873
LCCN
2003068720
OCLC/WorldCat
53919546
Library Thing
5164890
Goodreads
1569001

Source records

Western Washington University MARC record
Library of Congress MARC record
Better World Books record
Better World Books record
Internet Archive item record
Promise Item
marc_nuls MARC record
ISBNdb
marc_columbia MARC record

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History

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October 23, 2021 Edited by ImportBot import existing book
February 7, 2019 Created by MARC Bot import existing book