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101 0 $aeng
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181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aApplied time series econometrics /$fedited by Helmut Lu?tkepohl, Markus Kra?tzig$b[electronic resource]
210  1$aCambridge :$cCambridge University Press,$d2004.
215   $a1 online resource (xxv, 323 pages) $cdigital, PDF file(s)
225 1 $aThemes in modern econometrics
300   $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
311   $a0-521-54787-3 
311   $a0-521-83919-X 
320   $aIncludes bibliographical references (p. 301-315) and index.
327   $aInitial tasks and overview ; Univariate time series analysis ; Vector autoregressive and vector error correction models / Helmut Lu?tkepohl -- Structural vector autoregressive modeling and impulse responses / Jo?rg Breitung, Ralf Bru?ggemann, and Helmut Lu?tkepohl -- Conditional heteroskedasticity / Helmut Herwartz -- Smooth transition regression modeling / Timo Tera?svirta -- Nonparametric time series modeling / Rolf Tschernig -- The software JMulTi / Markus Kra?tzig.
330   $aTime series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
410  0$aThemes in modern econometrics.
606   $aTime-series analysis$xMathematical models
606   $aEconometrics
615  0$aTime-series analysis$xMathematical models.
615  0$aEconometrics.
676   $a330/.01/51955
702   $aLu?tkepohl$b Helmut
702   $aKra?tzig$b Markus$f1974-
801  0$bUkCbUP
801  1$bUkCbUP
906   $aBOOK
912   $a9910457599103321
996   $aApplied time series econometrics$9242764
997   $aUNINA