Buch, Englisch, 502 Seiten, Paperback, Format (B × H): 148 mm x 210 mm, Gewicht: 660 g
Buch, Englisch, 502 Seiten, Paperback, Format (B × H): 148 mm x 210 mm, Gewicht: 660 g
Reihe: Palgrave Texts in Econometrics
ISBN: 978-0-230-24331-6
Verlag: Palgrave Macmillan UK
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Chapter 1. Introduction: Time Series, Common Trends and Equilibrium.- Chapter 2. Multivariate Time Series.- Chapter 3. Cointegration.- Chapter 4. Testing for Cointegration: Under Standard and Non-Standard Conditions.- Chapter 5. Structure and Evaluation.- Chapter 6. Testing in VECMs with Small Sample.- Chapter 7. Heteroscedasticity and Multivariate Volatility.- Chapter 8. Models with Alternative Orders of Integration.- Chapter 9. The Structural Analysis of Time Series.