Mohlo by sa vám tiež páčiť

Viac informácií o knihe Time Series and Panel Data Econometrics

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 380 bodov

Anotácia knihy

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Microeconomics

• Celý názov: Time Series and Panel Data Econometrics
• Autor: M. Hashem Pesaran
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 1104
• EAN: 9780198759980
• ISBN: 0198759983
• ID: 09482589
• Nakladateľ: Oxford University Press
• Hmotnosť: 1988 g
• Rozmery: 194 × 250 × 63 mm
• Dátum vydania: 01. October 2015

Obľúbené z iného súdka

---

---

---