Buch, Englisch, 354 Seiten, Format (B × H): 151 mm x 228 mm, Gewicht: 580 g
Buch, Englisch, 354 Seiten, Format (B × H): 151 mm x 228 mm, Gewicht: 580 g
ISBN: 978-0-12-813117-6
Verlag: ACADEMIC PRESS
Zielgruppe
<p>Applied quantitative researchers, particularly econometricians and statisticians seeking to use empirical time series to study modern interdisciplinary problems in other areas. Some interest from upper division undergraduate specialist courses but mainly positioned at postgraduate (MSc / PhD) level and above</p>
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. Time Series and Their Features 2. Transforming Time Series 3. ARMA Models for Stationary Time Series 4. ARIMA Models for Nonstationary Time Series 5. Unit Roots, Difference and Trend Stationarity, and Fractional Differencing 6. Breaking and Nonlinear Trends 7. An Introduction to Forecasting With Univariate Models 8. Unobserved Component Models, Signal Extraction, and Filters 9. Seasonality and Exponential Smoothing 10. Volatility and Generalized Autoregressive Conditional Heteroskedastic Processes 11. Nonlinear Stochastic Processes 12. Transfer Functions and Autoregressive Distributed Lag Modeling 13. Vector Autoregressions and Granger Causality 14. Error Correction, Spurious Regressions, and Cointegration 15. Vector Autoregressions With Integrated Variables, Vector Error Correction Models, and Common Trends 16. Compositional and Count Time Series 17. State Space Models 18. Some Concluding Remarks