دانلود کتاب Introduction to Modern Time Series Analysis

Name: Introduction to Modern Time Series Analysis
Availability: InStock
Author: Professor Dr. Gebhard Kirchgässner
ISBN: 9783540732907, 9783540732914

by Professor Dr. Gebhard Kirchgässner

عنوان فارسی: مقدمه ای بر تحلیل زمان مدرن سری
ناشر: Springer Berlin Heidelberg
سال: 2007
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): X, 274 p.
شابک: 9783540732907, 9783540732914
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 2.00 مگابایت

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جزییات کتاب

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It bridges the gap between methods and realistic applications. This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series.For real applied work the modeling of nonstationary uni- or multivariate time series is most important. Therefore, unit root and cointegration analysis as well as vector error correction models play a central part. Modelling volatilities of financial time series with autoregressive conditional heteroskedastic models is also treated.

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