03616nam 22007815 450 991079765030332120200920195617.01-137-52533-910.1057/9781137525338(CKB)3710000000483821(EBL)4001234(SSID)ssj0001617221(PQKBManifestationID)16347197(PQKBTitleCode)TC0001617221(PQKBWorkID)14920894(PQKB)10891635(SSID)ssj0001556312(PQKBManifestationID)16179345(PQKBTitleCode)TC0001556312(PQKBWorkID)13233630(PQKB)11413050(DE-He213)978-1-137-52533-8(MiAaPQ)EBC4001234(EXLCZ)99371000000048382120151224d2015 u| 0engur|n|---|||||txtccrTime Series Econometrics[electronic resource] A Concise Introduction /by Terence C. Mills1st ed. 2015.London :Palgrave Macmillan UK :Imprint: Palgrave Macmillan,2015.1 online resource (169 p.)Palgrave Texts in Econometrics,2662-6594Description based upon print version of record.1-349-57909-2 1-137-52532-0 Includes bibliographical references and index.Introduction -- Modelling stationary time series : the ARMA approach -- Non-stationary time series : differencing and ARIMA modelling -- Unit roots and related topics -- Modelling volatility using GARCH processes -- Forecasting with univariate models -- Modelling multivariate time series : vector autoregressions and Granger causality -- Cointegration in single equations -- Cointegration in systems of equations -- Extensions and developments.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.Palgrave Texts in Econometrics,2662-6594Economic theoryStatistics EconometricsFinanceManagementEconomic Theory/Quantitative Economics/Mathematical Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/W29000Statistical Theory and Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/S11001Econometricshttps://scigraph.springernature.com/ontologies/product-market-codes/W29010Finance, generalhttps://scigraph.springernature.com/ontologies/product-market-codes/600000Managementhttps://scigraph.springernature.com/ontologies/product-market-codes/515000Economic theory.Statistics .Econometrics.Finance.Management.Economic Theory/Quantitative Economics/Mathematical Methods.Statistical Theory and Methods.Econometrics.Finance, general.Management.330.01/51955Mills Terence Cauthttp://id.loc.gov/vocabulary/relators/aut89162BOOK9910797650303321Time Series Econometrics3847935UNINA01971nas 2200385 n 450 99000904316040332120240229084429.0000904316FED01000904316(Aleph)000904316FED01000904316CNRP 0014980020090724a19689999km-y0itaa50------bafreauu--------<<La >>Revue belge de la comptabilité et de l'informatique1968-Bruxelles[s.n.]<<La >>Revue belge de la comptabilité et de l'informatique65765.011.56Ordre des experts comptables et des comptables brevetés de BelgiqueITACNP20090723http://acnp.cib.unibo.it/cgi-ser/start/it/cnr/dc-p1.tcl?catno=80996&person=false&language=ITALIANO&libr=&libr_th=unina1Biblioteche che possiedono il periodicoSE990009043160403321Biblioteca. Dipartimento di Economia Aziendale dell'Università Federico II1993-1997;ECABiblioteca della Facoltà di Economia Complesso Universitario Monte S. Angelo- Università degli Studi di Napoli "Federico II"1998-AZ.V-C-5DECBCECADECBCRevue belge de la comptabilité et de l'informatique787542UNINA866-01NA040 Biblioteca. Dipartimento di Economia Aziendale dell'Università Federico IIv. Cintia, 80126 Napoli (NA)081675089/91/92081675091it866-02NA042 Biblioteca della Facoltà di Economia Complesso Universitario Monte S. Angelo- Università degli Studi di Napoli "Federico II"AZ.V-C-5via Cinthia,26, 80126 Napoli (NA)081676647-0816782081676684itacnp.cib.unibo.itACNP Italian Union Catalogue of Serialshttp://acnp.cib.unibo.it/cgi-ser/start/it/cnr/df-p.tcl?catno=80996&language=ITALIANO&libr=&person=&B=1&libr_th=unina&proposto=NO