Time Series Econometrics : A Concise Introduction / / by Terence C. Mills
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| Autore: |
Mills Terence C
|
| Titolo: |
Time Series Econometrics : A Concise Introduction / / by Terence C. Mills
|
| Pubblicazione: | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2015 |
| Edizione: | 1st ed. 2015. |
| Descrizione fisica: | 1 online resource (169 p.) |
| Disciplina: | 330.01/51955 |
| Soggetto topico: | Econometrics |
| Statistics | |
| Finance | |
| Management | |
| Quantitative Economics | |
| Statistical Theory and Methods | |
| Financial Economics | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Time Series Econometrics |
| ISBN: | 9781137525338 |
| 1137525339 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910968658403321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Palgrave Texts in Econometrics, . 2662-6608