Introduction to modern time series analysis: with 17 tables
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2007
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | IX, 274 S. zahlr. graph. Darst. 235 mm x 155 mm |
| ISBN: | 9783540732907 354073290X |
Internformat
MARC
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| 245 | 1 | 0 | |a Introduction to modern time series analysis |b with 17 tables |c Gebhard Kirchgässner ; Jürgen Wolters |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2007 | |
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Datensatz im Suchindex
| _version_ | 1804136595791544320 |
|---|---|
| adam_text | Contents
Preface
1
1.1
1.2
1.3
1.4
References
2
2.1
2.1.1
2.1.2
2.1.3
2.1.4
2.1.5
2.2
2.2.1
2.2.2
2.3
2.3.1
2.3.2
2.4
2.4.1
2.4.2
2.4.3
2.5
ARMA
References
3
3.1
3.2
VIII
3
Autoregressive
3.2.2
of the Univariate Processes
3.3
3.3.1
3.3.2
3.3.3
3.4
3.4.1
Variables
3.4.2
With More Than Two Variables
3.5
References
4
4.1
4.2
4.3
4.4
4.5
References
5
5.1
5.2
5.3
5.3.1
5.3.2
5.3.3
5.3.4
5.4
5.5
5.5.1
5.5.2
5.6
Time Series
References
6
6.1
Contents
6.2
Estimation and Testing
6.2.1
6.2.2
6.2.3
6.2.4
6.3
6.3.1
6.3.2
6.3.3
6.4
References
7
7.1
7.1.1
7.1.2
7.1.3
7.2
7.2.1
7.2.2
7.2.3
7.3
7.4
Market Analysis
References
Index of Names and Authors
Subject Index
KIRCHGÄSSNER · WOLTERS
Introduction to
This book presents modern developments in time series econo¬
metrics that are applied to
series. It attempts to bridge the gap between methods and realistic
applications.
to analyse time series which may be stationary or nonstationary.
Modelling and forecasting univariate time series is the starting
point. For multiple stationary time series Granger causality tests
and vector
work the modelling of nonstationary
series is most important. Therefore, unit root and
analysis as well as vector error correction models play a central
part. Modelling volatilities of financial time series with auto-
regressive conditional heteroskedastie models is also treated.
|
| adam_txt |
Contents
Preface
1
1.1
1.2
1.3
1.4
References
2
2.1
2.1.1
2.1.2
2.1.3
2.1.4
2.1.5
2.2
2.2.1
2.2.2
2.3
2.3.1
2.3.2
2.4
2.4.1
2.4.2
2.4.3
2.5
ARMA
References
3
3.1
3.2
VIII
3
Autoregressive
3.2.2
of the Univariate Processes
3.3
3.3.1
3.3.2
3.3.3
3.4
3.4.1
Variables
3.4.2
With More Than Two Variables
3.5
References
4
4.1
4.2
4.3
4.4
4.5
References
5
5.1
5.2
5.3
5.3.1
5.3.2
5.3.3
5.3.4
5.4
5.5
5.5.1
5.5.2
5.6
Time Series
References
6
6.1
Contents
6.2
Estimation and Testing
6.2.1
6.2.2
6.2.3
6.2.4
6.3
6.3.1
6.3.2
6.3.3
6.4
References
7
7.1
7.1.1
7.1.2
7.1.3
7.2
7.2.1
7.2.2
7.2.3
7.3
7.4
Market Analysis
References
Index of Names and Authors
Subject Index
KIRCHGÄSSNER · WOLTERS
Introduction to
This book presents modern developments in time series econo¬
metrics that are applied to
series. It attempts to bridge the gap between methods and realistic
applications.
to analyse time series which may be stationary or nonstationary.
Modelling and forecasting univariate time series is the starting
point. For multiple stationary time series Granger causality tests
and vector
work the modelling of nonstationary
series is most important. Therefore, unit root and
analysis as well as vector error correction models play a central
part. Modelling volatilities of financial time series with auto-
regressive conditional heteroskedastie models is also treated. |
| any_adam_object | 1 |
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| id | DE-604.BV022497963 |
| illustrated | Illustrated |
| index_date | 2024-07-02T17:54:16Z |
| indexdate | 2024-07-09T20:58:54Z |
| institution | BVB |
| isbn | 9783540732907 354073290X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015705065 |
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| physical | IX, 274 S. zahlr. graph. Darst. 235 mm x 155 mm |
| publishDate | 2007 |
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| spelling | Kirchgässner, Gebhard 1948-2017 Verfasser (DE-588)122361938 aut Introduction to modern time series analysis with 17 tables Gebhard Kirchgässner ; Jürgen Wolters Berlin [u.a.] Springer 2007 IX, 274 S. zahlr. graph. Darst. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier Time-series analysis Ökonometrie (DE-588)4132280-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content Ökonometrie (DE-588)4132280-0 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Wolters, Jürgen 1940-2015 Verfasser (DE-588)135543525 aut Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015705065&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015705065&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Kirchgässner, Gebhard 1948-2017 Wolters, Jürgen 1940-2015 Introduction to modern time series analysis with 17 tables Time-series analysis Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4067486-1 (DE-588)4151278-9 |
| title | Introduction to modern time series analysis with 17 tables |
| title_auth | Introduction to modern time series analysis with 17 tables |
| title_exact_search | Introduction to modern time series analysis with 17 tables |
| title_exact_search_txtP | Introduction to modern time series analysis with 17 tables |
| title_full | Introduction to modern time series analysis with 17 tables Gebhard Kirchgässner ; Jürgen Wolters |
| title_fullStr | Introduction to modern time series analysis with 17 tables Gebhard Kirchgässner ; Jürgen Wolters |
| title_full_unstemmed | Introduction to modern time series analysis with 17 tables Gebhard Kirchgässner ; Jürgen Wolters |
| title_short | Introduction to modern time series analysis |
| title_sort | introduction to modern time series analysis with 17 tables |
| title_sub | with 17 tables |
| topic | Time-series analysis Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Time-series analysis Ökonometrie Zeitreihenanalyse Einführung |
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