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Introduction to Modern Time Series Analysis With 43 Figures and 17 Tables by Gebhard Kirchgässner, Jürgen Wolters is a nonfiction available to read on EtoBox.

What is Introduction to Modern Time Series Analysis With 43 Figures and 17 Tables about?

"This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse 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 autoregressive models are presented. For real applied work the modelling of nonstationary uni- or multivariate time series is most important. Therefore, unit root and cointegration analysis as well as vector error correction models play a central part. Modelling volatilities of financial time series with autoregressive conditional heteroskedastic models is also treated."--Back cover

Who reads Introduction to Modern Time Series Analysis With 43 Figures and 17 Tables?

Author

Gebhard Kirchgässner, Jürgen Wolters

Publisher

Springer Nature

Published

2007

Language

EN

ISBN

9781281066404

Category

nonfiction

Subjects

Business, Mathematics, Economics