Opening book details…
Can I read Applied Time Series Econometrics (Themes in Modern Econometrics) on EtoBox?
Applied Time Series Econometrics (Themes in Modern Econometrics) by Helmut Lütkepohl, Markus Krätzig is a business book available to read on EtoBox.
What is Applied Time Series Econometrics (Themes in Modern Econometrics) about?
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a
Who reads Applied Time Series Econometrics (Themes in Modern Econometrics)?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Helmut Lütkepohl, Markus Krätzig
- Publisher
- Cambridge University Press (Virtual Publishing)
- Published
- 2004
- Language
- EN
- ISBN
- 9780521839198
- Category
- business
- Subjects
- Economics, Social Science, Finance
- Updated
- 2026-03-24
More by Helmut Lütkepohl, Markus Krätzig
Browse all works by Helmut Lütkepohl, Markus Krätzig
Similar books
- Time Series and Dynamic Models (Themes in Modern Econometrics) — Christian Gourieroux and Alain Monfort (1996)
- Applied Nonparametric Econometrics — Daniel J. Henderson , Christopher F. Parmeter (2015)
- Nonparametric Econometrics (Themes in Modern Econometrics) — A. R. Pagan, Adrian Pagan, Aman Ullah (1999)
- Time Series Econometrics: A Concise Introduction (Palgrave Texts in Econometrics) — Terence C. Mills (auth.) (2015)
- Generalized Method of Moments Estimation (Themes in Modern Econometrics) — Matyas L. (1999)
- Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) — Maddala, G. S.; Kim, In-Moo (1999)