04127nam 22007695 450 991043806930332120200919072553.03-642-33436-910.1007/978-3-642-33436-8(CKB)2670000000317381(EBL)1082686(OCoLC)813960169(SSID)ssj0000799717(PQKBManifestationID)11452527(PQKBTitleCode)TC0000799717(PQKBWorkID)10764010(PQKB)11626927(DE-He213)978-3-642-33436-8(MiAaPQ)EBC1082686(MiAaPQ)EBC6315639(PPN)168324482(EXLCZ)99267000000031738120121009d2013 u| 0engur|n|---|||||txtccrIntroduction to Modern Time Series Analysis /by Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler2nd ed. 2013.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2013.1 online resource (325 p.)Springer Texts in Business and Economics,2192-4333Description based upon print version of record.3-642-44029-0 3-642-33435-0 Includes bibliographical references and index.Introduction and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Nonstationary Panel Data -- Autoregressive Conditional Heteroscedasticity.This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.  .Springer Texts in Business and Economics,2192-4333EconometricsStatistics Game theoryMacroeconomicsEconometricshttps://scigraph.springernature.com/ontologies/product-market-codes/W29010Statistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Game Theory, Economics, Social and Behav. Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13011Macroeconomics/Monetary Economics//Financial Economicshttps://scigraph.springernature.com/ontologies/product-market-codes/W32000Econometrics.Statistics .Game theory.Macroeconomics.Econometrics.Statistics for Business, Management, Economics, Finance, Insurance.Game Theory, Economics, Social and Behav. Sciences.Macroeconomics/Monetary Economics//Financial Economics.519.55Kirchgässner Gebhardauthttp://id.loc.gov/vocabulary/relators/aut482085Wolters Jürgenauthttp://id.loc.gov/vocabulary/relators/autHassler Uweauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910438069303321Introduction to Modern Time Series Analysis2538458UNINA