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 | ||
Materiale a stampa | ||
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Applied time series econometrics / / edited by Helmut Lutkepohl, Markus Kratzig |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Cambridge, UK ; ; New York, : Cambridge University Press, 2004 |
Descrizione fisica | 1 online resource (xxv, 323 pages) : digital, PDF file(s) |
Disciplina | 330/.01/51955 |
Altri autori (Persone) |
LutkepohlHelmut
KratzigMarkus <1974-> |
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-9910809886303321 |
Cambridge, UK ; ; New York, : Cambridge University Press, 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter |
Autore | Burke Simon P |
Edizione | [1st ed. 2005.] |
Pubbl/distr/stampa | New York, : Palgrave Macmillan, 2005 |
Descrizione fisica | 1 online resource (VII, 253 p.) |
Disciplina | 330/.01/51955 |
Collana | Palgrave texts in econometrics |
Soggetto topico |
Econometric models
Time-series analysis |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4039-0202-X
9786610282722 1-280-28272-X 0-230-00578-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910449828703321 |
Burke Simon P | ||
New York, : Palgrave Macmillan, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter |
Autore | Burke Simon P |
Edizione | [1st ed. 2005.] |
Pubbl/distr/stampa | New York, : Palgrave Macmillan, 2005 |
Descrizione fisica | 1 online resource (VII, 253 p.) |
Disciplina | 330/.01/51955 |
Altri autori (Persone) | HunterJohn |
Collana | Palgrave texts in econometrics |
Soggetto topico |
Econometric models
Time-series analysis |
ISBN |
1-4039-0202-X
9786610282722 1-280-28272-X 0-230-00578-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910783442703321 |
Burke Simon P | ||
New York, : Palgrave Macmillan, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Modelling non-stationary economic time series : a multivariate approach / / Simon P. Burke and John Hunter |
Autore | Burke Simon P |
Edizione | [1st ed. 2005.] |
Pubbl/distr/stampa | New York, : Palgrave Macmillan, 2005 |
Descrizione fisica | 1 online resource (VII, 253 p.) |
Disciplina | 330/.01/51955 |
Collana | Palgrave texts in econometrics |
Soggetto topico |
Econometric models
Time-series analysis |
ISBN |
1-4039-0202-X
9786610282722 1-280-28272-X 0-230-00578-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover -- Contents -- Preface -- 1 Introduction: Cointegration, Economic Equilibrium and the Long Run -- 2 Properties of Univariate Time Series -- 3 Relationships Between Non-Stationary Time Series -- 4 Multivariate Time Series Approach to Cointegration -- 5 Exogeneity and Identification -- 6 Further Topics in the Analysis of Non-Stationary Time Series -- 7 Conclusion: Limitations, Developments and Alternatives -- Notes -- Appendix A: Matrix Preliminaries -- Appendix B: Matrix Algebra for Engle and Granger (1987) Representation -- Appendix C: Johansen's Procedure as a Maximum Likelihood Procedure -- Appendix D: The Maximum Likelihood Procedure in Terms of Canonical Correlations -- Appendix E: Distribution Theory -- Appendix F: Estimation under General Restrictions -- Appendix G: Proof of Identification based on an Indirect Solution -- Appendix H: Generic Identification of Long-Run Parameters in Section 5.5 -- References -- Index. |
Record Nr. | UNINA-9910825844503321 |
Burke Simon P | ||
New York, : Palgrave Macmillan, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Readings in unobserved components models [[electronic resource] /] / edited by Andrew C. Harvey and Tommaso Proietti |
Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
Descrizione fisica | 1 online resource (475 p.) |
Disciplina | 330/.01/51955 |
Altri autori (Persone) |
HarveyA. C (Andrew C.)
ProiettiTommaso <1964-> |
Collana | Advanced texts in econometrics |
Soggetto topico | Econometric models |
Soggetto genere / forma | Electronic books. |
Soggetto non controllato | Unobserved components models |
ISBN |
1-280-84406-X
9786610844067 0-19-151554-X 1-4294-6946-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; Part One: Signal Extraction and Likelihood Inference for Linear UC Models; Part Two: Unobserved Components in Economic Time Series; Part Three: Testing in Unobserved Components Models; Part Four: Non-Linear and Non-Gaussian Models; References; Author Index; Subject Index |
Record Nr. | UNINA-9910450919403321 |
Oxford ; ; New York, : Oxford University Press, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Readings in unobserved components models [[electronic resource] /] / edited by Andrew C. Harvey and Tommaso Proietti |
Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
Descrizione fisica | 1 online resource (475 p.) |
Disciplina | 330/.01/51955 |
Altri autori (Persone) |
HarveyA. C (Andrew C.)
ProiettiTommaso <1964-> |
Collana | Advanced texts in econometrics |
Soggetto topico | Econometric models |
Soggetto non controllato | Unobserved components models |
ISBN |
1-383-04234-9
1-280-84406-X 9786610844067 0-19-151554-X 1-4294-6946-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; Part One: Signal Extraction and Likelihood Inference for Linear UC Models; Part Two: Unobserved Components in Economic Time Series; Part Three: Testing in Unobserved Components Models; Part Four: Non-Linear and Non-Gaussian Models; References; Author Index; Subject Index |
Record Nr. | UNINA-9910777050703321 |
Oxford ; ; New York, : Oxford University Press, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Readings in unobserved components models / / edited by Andrew C. Harvey and Tommaso Proietti |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
Descrizione fisica | 1 online resource (475 p.) |
Disciplina | 330/.01/51955 |
Altri autori (Persone) |
HarveyA. C (Andrew C.)
ProiettiTommaso <1964-> |
Collana | Advanced texts in econometrics |
Soggetto topico | Econometric models |
Soggetto non controllato | Unobserved components models |
ISBN |
1-383-04234-9
1-280-84406-X 9786610844067 0-19-151554-X 1-4294-6946-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; Part One: Signal Extraction and Likelihood Inference for Linear UC Models; Part Two: Unobserved Components in Economic Time Series; Part Three: Testing in Unobserved Components Models; Part Four: Non-Linear and Non-Gaussian Models; References; Author Index; Subject Index |
Record Nr. | UNINA-9910828730603321 |
Oxford ; ; New York, : Oxford University Press, 2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|