Applied time series econometrics / / edited by Helmut Lütkepohl, Markus Krätzig [[electronic resource]] |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
Descrizione fisica | 1 online resource (xxv, 323 pages) : digital, PDF file(s) |
Disciplina | 330/.01/51955 |
Collana | Themes in modern econometrics |
Soggetto topico |
Time-series analysis - Mathematical models
Econometrics |
ISBN |
1-107-71373-0
1-280-54116-4 1-139-13080-3 0-511-21560-6 0-511-21739-0 0-511-21202-X 0-511-60688-5 0-511-21379-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Initial tasks and overview ; Univariate time series analysis ; Vector autoregressive and vector error correction models / Helmut Lütkepohl -- Structural vector autoregressive modeling and impulse responses / Jörg Breitung, Ralf Brüggemann, and Helmut Lütkepohl -- Conditional heteroskedasticity / Helmut Herwartz -- Smooth transition regression modeling / Timo Teräsvirta -- Nonparametric time series modeling / Rolf Tschernig -- The software JMulTi / Markus Krätzig. |
Record Nr. | UNINA-9910457599103321 |
Cambridge : , : Cambridge University Press, , 2004 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Applied time series econometrics / / editors, Helmut Lütkepohl, Markus Krätzig |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
Descrizione fisica | 1 online resource (xxv, 323 pages) : digital, PDF file(s) |
Disciplina | 330/.01/51955 |
Collana | Themes in modern econometrics |
Soggetto topico |
Time-series analysis - Mathematical models
Econometrics |
ISBN |
1-107-71373-0
1-280-54116-4 1-139-13080-3 0-511-21560-6 0-511-21739-0 0-511-21202-X 0-511-60688-5 0-511-21379-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Initial tasks and overview ; Univariate time series analysis ; Vector autoregressive and vector error correction models / Helmut Lütkepohl -- Structural vector autoregressive modeling and impulse responses / Jörg Breitung, Ralf Brüggemann, and Helmut Lütkepohl -- Conditional heteroskedasticity / Helmut Herwartz -- Smooth transition regression modeling / Timo Teräsvirta -- Nonparametric time series modeling / Rolf Tschernig -- The software JMulTi / Markus Krätzig. |
Record Nr. | UNINA-9910784309703321 |
Cambridge : , : Cambridge University Press, , 2004 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|