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The Resource Applied time series econometrics, edited by Helmut Lütkepohl, Markus Krätzig, (electronic book)

Applied time series econometrics, edited by Helmut Lütkepohl, Markus Krätzig, (electronic book)

Label
Applied time series econometrics
Title
Applied time series econometrics
Statement of responsibility
edited by Helmut Lütkepohl, Markus Krätzig
Contributor
Subject
Language
eng
Summary
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses
Member of
Cataloging source
CaPaEBR
Dewey number
330/.01/51955
Illustrations
illustrations
Index
index present
LC call number
HA30.3
LC item number
.A67 2004eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1974-
http://library.link/vocab/relatedWorkOrContributorName
  • Lütkepohl, Helmut
  • Krätzig, Markus
Series statement
Themes in modern econometrics
http://library.link/vocab/subjectName
  • Time-series analysis
  • Econometrics
Label
Applied time series econometrics, edited by Helmut Lütkepohl, Markus Krätzig, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 301-315) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10131743
Dimensions
unknown
Extent
xxv, 323 p.
Form of item
electronic
Isbn
9780521547871
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource.
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Applied time series econometrics, edited by Helmut Lütkepohl, Markus Krätzig, (electronic book)
Publication
Bibliography note
Includes bibliographical references (p. 301-315) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10131743
Dimensions
unknown
Extent
xxv, 323 p.
Form of item
electronic
Isbn
9780521547871
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource.
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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