Brüggemann ralf (13 Ergebnisse)

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Paperback. Zustand: Brand New. 176 pages. 9.61x6.69x0.38 inches. In Stock.

Zustand: New. In English.

Zustand: As New. Unread book in perfect condition.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Frontmatter -- Inhalt / Contents -- Special Issue on Economic Forecasts: Guest Editorial -- Abhandlungen / Original Papers -- Information or Institution -- Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP -- A Factor Model for Euro-area Short-term Inflation Analysis -- Combining Survey Forecasts and Time Series Models: The Case of the Euribor -- Predictive Ability of Business Cycle Indicators under Test -- Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights -- Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors -- Practice and Prospects of Medium-term Economic Forecasting -- Buchbesprechungen / Book Reviews.…

Taschenbuch. Zustand: Neu. Economic Forecasts | Themenheft Heft 1/Bd. 231 (2011) Jahrbücher für Nationalökonomie und Statistik | Ralf Brüggemann (u. a.) | Taschenbuch | Einband - fest (Hardcover) | Englisch | 2011 | De Gruyter Oldenbourg | EAN 9783828205352 | Verantwortliche Person für die EU: De Gruyter Oldenbourg, Genthiner Str. 13, 10785 Berlin, productsafety[at]degruyterbrill[dot]com | Anbieter: preigu.…

Zustand: New. In English.

Zustand: New. 2011. Hardcover. . . . . . Books ship from the US and Ireland.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of 'too many incredible restrictions' based on 'supposed a priori knowledge' in large scale macroeconometric models which were popular at that time. Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Ever since his influential paper these models have been employed extensively to characterize the underlying dynamics in systems of time series. In particular, tools to summarize the dynamic interaction between the system variables, such as impulse response analysis or forecast error variance decompo sitions, have been developed over the years. The econometrics of VAR models and related quantities is now well established and has found its way into various textbooks including inter alia Llitkepohl (1991), Hamilton (1994), Enders (1995), Hendry (1995) and Greene (2002). The unrestricted VAR model provides a general and very flexible framework that proved to be useful to summarize the data characteristics of economic time series. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system.…

Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of 'too many incredible restrictions' based on 'supposed a priori knowledge' in large scale macroeconometric models which were popular at that time. Therefore, he advo­ cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Ever since his influential paper these models have been employed extensively to characterize the underlying dynamics in systems of time series. In particular, tools to summarize the dynamic interaction between the system variables, such as impulse response analysis or forecast error variance decompo­ sitions, have been developed over the years. The econometrics of VAR models and related quantities is now well established and has found its way into various textbooks including inter alia Llitkepohl (1991), Hamilton (1994), Enders (1995), Hendry (1995) and Greene (2002). The unrestricted VAR model provides a general and very flexible framework that proved to be useful to summarize the data characteristics of economic time series. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system.…

Zustand: Gut. Zustand: Gut | Seiten: 418 | Sprache: Deutsch | Produktart: Bücher | Keine Beschreibung verfügbar.

Zustand: Hervorragend. Zustand: Hervorragend | Seiten: 1818 | Sprache: Deutsch | Produktart: Bücher | Keine Beschreibung verfügbar.