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The Resource Elements of time series econometrics : an applied approach, Evžen Kočenda and Alexandr Černý

Elements of time series econometrics : an applied approach, Evžen Kočenda and Alexandr Černý

Label
Elements of time series econometrics : an applied approach
Title
Elements of time series econometrics
Title remainder
an applied approach
Statement of responsibility
Evžen Kočenda and Alexandr Černý
Creator
Contributor
Author
Subject
Language
eng
Summary
This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretical tools. Accordingly, material is presented in a way that is easy to understand. In many cases, intuitive explanation and understanding of the studied phenomena are offered. Essential concepts are illustrated by clear-cut examples. The attention of readers is drawn to numerous applied works where the use of specific techniques is best illustrated. Such applications are chiefly connected with issues of recent economic transition and European integration. The outlined style of presentation makes the book also a rich source of references. The text is divided into four major sections. The first section, "The Nature of Time Series, " gives an introduction to time series analysis. The second section, "Difference Equations, " describes briefly the theory of difference equations, with an emphasis on results that are important for time series econometrics. The third section, "Univariate Time Series, " presents the methods commonly used in univariate time series analysis, the analysis of time series of one single variable. The fourth section, "Multiple Time Series, " deals with time series models of multiple interrelated variables. Appendices contain an introduction to simulation techniques and statistical tables --
Assigning source
Provided by Publisher
Cataloging source
BTCTA
http://library.link/vocab/creatorName
Kočenda, Evžen
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Černý, Alexandr
http://library.link/vocab/subjectName
  • Econometrics
  • Time-series analysis
Label
Elements of time series econometrics : an applied approach, Evžen Kočenda and Alexandr Černý
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
1.THE NATURE OF TIME SERIES 1.1 Description of Time Series 1.2 White Noise 1.3 Stationarity 1.4 Transformations of Time Series 1.5 Trend, Seasonal, and Irregular Patterns 1.6 ARMA Models of Time Series 1.7 Stylized Facts about Time Series 2. DIFFERENCE EQUATIONS 2.1 Linear Difference Equations 2.2 Lag Operator 2.3 The Solution of Difference Equations 2.4 Stability Conditions 2.5 Stability and Stationarity 3. UNIVARIATETIME SERIES 3.1 Estimation of an ARMA Model 3.2 Trend in Time Series 3.3 Seasonality in Time Series 3.4 Unit Roots. 3.5 Unit Roots and Structural Change 3.6 Detecting a Structural Change 3.7 Conditional Heteroskedasticity and Non-Linear Structure 4. MULTIPLETIME SERIES 4.1 VAR Models 4.2 Granger Causality 4.3 Cointegration and Error Correction Models 4.4 Unit Root Tests in Panel Data
Control code
FIEb17516389
Dimensions
21 cm.
Edition
First edition.
Extent
226 pages
Isbn
9788024613703
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)209775270
Label
Elements of time series econometrics : an applied approach, Evžen Kočenda and Alexandr Černý
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
1.THE NATURE OF TIME SERIES 1.1 Description of Time Series 1.2 White Noise 1.3 Stationarity 1.4 Transformations of Time Series 1.5 Trend, Seasonal, and Irregular Patterns 1.6 ARMA Models of Time Series 1.7 Stylized Facts about Time Series 2. DIFFERENCE EQUATIONS 2.1 Linear Difference Equations 2.2 Lag Operator 2.3 The Solution of Difference Equations 2.4 Stability Conditions 2.5 Stability and Stationarity 3. UNIVARIATETIME SERIES 3.1 Estimation of an ARMA Model 3.2 Trend in Time Series 3.3 Seasonality in Time Series 3.4 Unit Roots. 3.5 Unit Roots and Structural Change 3.6 Detecting a Structural Change 3.7 Conditional Heteroskedasticity and Non-Linear Structure 4. MULTIPLETIME SERIES 4.1 VAR Models 4.2 Granger Causality 4.3 Cointegration and Error Correction Models 4.4 Unit Root Tests in Panel Data
Control code
FIEb17516389
Dimensions
21 cm.
Edition
First edition.
Extent
226 pages
Isbn
9788024613703
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)209775270

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