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Introduction to modern time series analysis / (2013)

Kirchgässner, Gebhard 1948-2017 ; Wolters, Jürgen 1940-2015 ; Hassler, Uwe 1963-

Berlin [u.a.] :Springer,

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UID:

almafu_BV041059338

Format: 1 Online-Ressource (XII, 319 S.) : , graph. Darst.

Edition: 2. ed.

ISBN: 978-3-642-33436-8

Series Statement: Springer texts in business and economics

Additional Edition: Erscheint auch als Druck-Ausgabe, Hardcover ISBN 978-3-642-33435-1

Additional Edition: Erscheint auch als Druck-Ausgabe, Hardcover ISBN 3-642-33435-0

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 845

Keywords: Ökonometrie ; Zeitreihenanalyse ; Einführung ; Einführung ; Einführung

URL: Volltext

URL: Inhaltsverzeichnis

URL: Abstract

Author information: Hassler, Uwe 1963-

Author information: Kirchgässner, Gebhard 1948-2017

Author information: Wolters, Jürgen 1940-2015

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BTU Cottbus

Book

Introduction to modern time series analysis (2013)

Kirchgässner, Gebhard [Verfasser] 1948-2017 ; Wolters, Jürgen [Verfasser] 1940-2015 ; Hassler, Uwe [Verfasser] 1963-

Berlin [u.a.] : Springer

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UID:

b3kat_BV040461835

Format: XII, 319 S. , graph. Darst.

Edition: 2. ed.

ISBN: 9783642334351 , 9783642334368

Series Statement: Springer texts in business and economics

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 845

Keywords: Ökonometrie ; Zeitreihenanalyse ; Einführung

URL: Inhaltstext

Author information: Hassler, Uwe 1963-

Author information: Kirchgässner, Gebhard 1948-2017

Author information: Wolters, Jürgen 1940-2015

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TU Berlin

Online Resource

Introduction to Modern Time Series Analysis (2013)

Kirchgässner, Gebhard. ; Wolters, Jürgen. ; Hassler, Uwe. ; [et al.]

Berlin, Heidelberg :Springer Berlin Heidelberg :

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UID:

almahu_9949285163702882

Format: XII, 320 p. , online resource.

Edition: 2nd ed. 2013.

ISBN: 9783642334368

Series Statement: Springer Texts in Business and Economics,

Content: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of 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 autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated. .

Note: Introduction and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Nonstationary Panel Data -- Autoregressive Conditional Heteroscedasticity.

In: Springer Nature eBook

Additional Edition: Printed edition: ISBN 9783642334351

Additional Edition: Printed edition: ISBN 9783642334375

Additional Edition: Printed edition: ISBN 9783642440298

Language: English

DOI: 10.1007/978-3-642-33436-8

URL: https://doi.org/10.1007/978-3-642-33436-8

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HU Berlin

Book

Introduction to modern time series analysis (2013)

Kirchgässner, Gebhard ; Wolters, Jürgen ; Hassler, Uwe

Berlin [u.a.] : Springer

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UID:

kobvindex_ZLB15619690

Format: XII, 319 Seiten , graph. Darst. , 24 cm

Edition: 2. ed.

ISBN: 9783642334351 , 3642334350

Series Statement: Springer texts in business and economics

Note: Literaturangaben

Language: English

Keywords: Ökonometrie ; Zeitreihenanalyse

Author information: Hassler, Uwe

Author information: Kirchgässner, Gebhard

Author information: Wolters, Jürgen

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Berlin VÖBB/ZLB

Book

Introduction to modern time series analysis (2013)

Kirchgässner, Gebhard [VerfasserIn] 1948-2017 ; Wolters, Jürgen [VerfasserIn] 1940-2015 ; Hassler, Uwe [VerfasserIn] 1963-

Berlin : Springer

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UID:

gbv_722134800

Format: XII, 319 Seiten , Illustrationen, Diagramme , 24 cm

Edition: Second edition

ISBN: 3642334350 , 9783642334351 , 9783642440298

Series Statement: Springer texts in business and economics

Note: Literaturangaben , Hier auch später erschienene, unveränderte Nachdrucke

Additional Edition: ISBN 9783642334368

Additional Edition: Erscheint auch als Online-Ausgabe Kirchgässner, Gebhard, 1948 - 2017 Introduction to Modern Time Series Analysis Berlin : Springer, 2013 ISBN 9783642334368

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 845

Keywords: Ökonometrie ; Zeitreihenanalyse ; Ökonometrie ; Zeitreihenanalyse ; Lehrbuch ; Einführung

URL: Inhaltsverzeichnis

URL: Inhaltstext

URL: Cover

URL: Inhaltstext

Author information: Hassler, Uwe 1963-

Author information: Kirchgässner, Gebhard 1948-2017

Author information: Wolters, Jürgen 1940-2015

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UB Potsdam

Book

Introduction to modern time series analysis / (2013)

Kirchgässner, Gebhard 1948-2017 ; Wolters, Jürgen 1940-2015 ; Hassler, Uwe 1963-

Berlin [u.a.] :Springer,

add to watchlist on the watchlist

Details

UID:

almafu_BV040461835

Format: XII, 319 S. : , graph. Darst.

Edition: 2. ed.

ISBN: 978-3-642-33435-1 , 978-3-642-33436-8

Series Statement: Springer texts in business and economics

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 845

Keywords: Ökonometrie ; Zeitreihenanalyse ; Einführung

URL: Inhaltstext

Author information: Hassler, Uwe 1963-

Author information: Kirchgässner, Gebhard 1948-2017

Author information: Wolters, Jürgen 1940-2015

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FU Berlin

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