| Applied Time Series Econometrics Contributor(s): Lütkepohl, Helmut (Editor), Krätzig, Markus (Editor) |
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ISBN: 0521547873 ISBN-13: 9780521547871 Publisher: Cambridge University Press OUR PRICE: $54.14 Product Type: Paperback - Other Formats Published: August 2004 Annotation: Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics |
| Dewey: 330.015 |
| LCCN: 2003068720 |
| Series: Themes in Modern Econometrics |
| Physical Information: 0.79" H x 6.04" W x 9.02" (1.08 lbs) 352 pages |