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Applied Time Series Econometrics by Helmut Lutkepohl, Markus Kratzig (Paperback, 2004)

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Particularly, the cointegration revolution has had a substantial impact on applied analysis. Crucial to empirical work is the software that is available for analysis. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.

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Product Information

Time 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.

Product Identifiers

Publisher
Cambridge University Press
ISBN-13
9780521547871
eBay Product ID (ePID)
94431075

Product Key Features

Number of Pages
352 Pages
Language
English
Publication Name
Applied Time Series Econometrics
Publication Year
2004
Subject
Economics
Type
Textbook
Author
Helmut Lutkepohl, Markus Kratzig
Format
Paperback

Dimensions

Item Height
229 mm
Item Weight
490 g
Item Width
152 mm

Additional Product Features

Editor
Helmut Lutkepohl, Markus Kratzig
Country/Region of Manufacture
United Kingdom
Series Title
Themes in Modern Econometrics

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item 2 Applied Time Series Econometrics (Themes in Modern Econometrics)
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Applied Time Series Econometrics by Helmut Lutkepohl, Markus Kratzig (Paperback, 2004)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 Applied Time Series Econometrics by Markus Kratzig (English) Paperback Book

item 2 Applied Time Series Econometrics (Themes in Modern Econometrics)

item 3 Applied Time Series Econometrics (Themes in Modern Econometrics)

item 4 Helmut Lütkepohl Applied Time Series Econometrics (Paperback)

Best Selling in Adult Learning & University

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Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

The Barefoot Investor: The Only Money Guide You'll Ever Need by Scott Pape (Paperback, 2016)

Diagnostic and Statistical Manual of Mental Disorders by American Psychiatric Association (5th Edition, Paperbook, 2013)

The Clinician's Handbook of Natural Medicine by Michael T. Murray, Herb Joiner-Bey (2015, Paperback)

The Art of Electronics by Paul Horowitz, Winfield Hill (Hardcover, 2015)

Save on Adult Learning & University

A Woman'S Guide to Inner Child Healing: Overcome Trauma, Recognize Your Feelings

Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches,

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