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Applied time series econometrics / / edited by Helmut Lütkepohl, Markus Krätzig [[electronic resource]]
| 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
| 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 | ||
| ||
Modelling non-stationary economic time series [[electronic resource] ] : a multivariate approach / / Simon P. Burke and John Hunter
| 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
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| 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
| 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 / / by S. Burke, J. Hunter
| Modelling Non-Stationary Economic Time Series : A Multivariate Approach / / by S. Burke, J. Hunter |
| Autore | Burke Simon P |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2005 |
| Descrizione fisica | 1 online resource (VII, 253 p.) |
| Disciplina | 330/.01/51955 |
| Collana | Palgrave Texts in Econometrics |
| Soggetto topico |
Econometrics
Statistics Statistics in Business, Management, Economics, Finance, Insurance Quantitative Economics |
| ISBN |
9786610282722
9781403902023 140390202X 9781280282720 128028272X 9780230005785 0230005780 |
| 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-9910960574103321 |
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Burke Simon P
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||
| London : , : Palgrave Macmillan UK : , : Imprint : 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
| 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
| 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 | ||
| ||