Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.

Bestandsnummer des Verk�ufers 15913950-20

Verk�ufer kontaktieren

Diesen Artikel melden

Bibliografische Details

Titel: Applied Time Series Modelling and Forecasting
Verlag: Wiley & Sons, Incorporated, John
Erscheinungsjahr: 2003
Sprache: Englisch
ISBN-10: 0470844434
ISBN-13: 9780470844434
Einband: Softcover
Zustand: Very Good

�ber diesen Titel

Inhaltsangabe

Applied Time Series Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data. The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.

This book is based on an earlier title Using Cointegration Analysis in Econometric Modelling by Richard Harris. As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series. Harris and Sollis have also incorporated as many of the latest techniques in the area as possible including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for cointegration; testing for super-exogeniety; seasonal cointegration in multivariate models; and approaches to structural macroeconomic modelling. In addition, the discussion of certain topics, such as testing for unique vectors, has been simplified.

�ber die Autorin bzw. den Autor

Richard Harris is a Professor in the Department of Economics and Finance at the University of Durham. His areas of research are in the field of applied econometrics and he has published widely in numerous journals.

Robert Sollis is a Lecturer in the Department of Economics and Finance at the University of Durham. His research interests are in time series econometrics with particular focus on nonlinear models for macroeconomic and financial time series.

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

Better World Books is the world?s leading socially conscious online bookseller and has sold over 100 million books. Each sale generates funds for global literacy. We offer low prices, fast shipping, and have a 100% money back guarantee.

Zur Homepage des Verk�ufers

Unternehmensdaten des Verk�ufers

Better World Books Ltd
Better World Books, Third Floor, One London Square, Cross Lanes, Guildford, GU1 1UN, United Kingdom

Gesch�ftsbedingungen und Versandinformationen

Verkaufsbedingungen

Better World Books (BWB) values your satisfaction and offers you returns within thirty (30) days after the estimated delivery date on most items. All returned items must be in the original condition; used items should include the SKU sticker located on the spine or back of the product.

If you have an incomplete, incorrect, or damaged shipment, please contact our Customer Care team via Abebooks contact seller options before proceeding with the return.Please keep in mind that because we deal mostl...

Mehr Information