Name: Time Series Econometrics (Springer Texts in Business and Economics) (en Inglés)
Price: 160090.00 CLP
Availability: InStock
Author: Neusser Klaus
ISBN: 9783319813875

portada Time Series Econometrics (Springer Texts in Business and Economics) (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

Neusser Klaus

Idioma

Inglés

N° páginas

409

Encuadernación

Tapa Blanda

ISBN13

9783319813875

N° edición

Time Series Econometrics (Springer Texts in Business and Economics) (en Inglés)

Neusser Klaus (Autor) · Springer · Tapa Blanda

Libro Nuevo

$ 160.090

$ 266.820

Ahorras: $ 106.730

40% descuento

Envío normal

Origen: Reino Unido (Costos de importación incluídos en el precio)

Se enviará desde nuestra bodega entre el Viernes 26 de Julio y el Lunes 05 de Agosto.

Lo recibirás en cualquier lugar de Chile entre 1 y 3 días hábiles luego del envío.

Reseña del libro "Time Series Econometrics (Springer Texts in Business and Economics) (en Inglés)"

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.