Time Series Econometrics
A Concise Introduction
Published on 14. January 2014
Book
Paperback/Softback
156 pages
978-1-349-57909-9 (ISBN)
Description
This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.
More details
Series
Edition
2015 ed.
Language
English
Place of publication
London
United Kingdom
Product notice
Paperback (trade)
Unsewn / adhesive bound
Illustrations
Bibliography
Dimensions
Height: 216 mm
Width: 140 mm
ISBN-13
978-1-349-57909-9 (9781349579099)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Book
08/2015
Palgrave Macmillan
€53.49
Shipment within 10-20 days
Content
1. Introduction
2. Modelling Stationary Time Series: the ARMA Approach
3. Non-stationary Time Series: Differencing and ARIMA Modelling
4. Unit Roots and Related Topics
5. Modelling Volatility using GARCH Processes
6. Forecasting with Univariate Models
7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
8. Cointegration in Single Equations
9. Cointegration in Systems of Equations
10. Extensions and Developments
Index
2. Modelling Stationary Time Series: the ARMA Approach
3. Non-stationary Time Series: Differencing and ARIMA Modelling
4. Unit Roots and Related Topics
5. Modelling Volatility using GARCH Processes
6. Forecasting with Univariate Models
7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
8. Cointegration in Single Equations
9. Cointegration in Systems of Equations
10. Extensions and Developments
Index