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Applied Econometric Time Series, Second Edition, Walter Enders

Applied Econometric Time Series, Second Edition

Автор: Walter Enders
Название:  Applied Econometric Time Series, Second Edition   (Прикладной эконометрический ряд времени)
Издательство: Wiley
Классификация:
Эконометрика

ISBN: 0471230650
ISBN-13(EAN): 9780471230656
ISBN: 0-471-23065-0
ISBN-13(EAN): 978-0-471-23065-6
Обложка/Формат: Hardback
Страницы: 480
Вес: 0.742 кг.
Дата издания: 30.06.2003
Серия: Wiley series in probability and statistics
Язык: ENG
Издание: 2 rev ed
Иллюстрации: Illustrations
Размер: 23.57 x 16.26 x 2.36 cm
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
Поставляется из: Англии
Описание: Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time--series econometrics, such as out--of--sample forecasting techniques, non--linear time--series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.
Описание: Reflects advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. This title includes numerous examples from fields ranging from agricultural economics to transnational terrorism that illustrate various techniques.
Дополнительное описание: Кол-во стр.: 460
Формат: 238 x 159 x 19
Дата издания: 2002
Илюстрации: Illustrations
Вес: 721
Круг читателей: academic, specialist; research, professional


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     Новое издание
Applied econometric times series

Автор: Enders, Walter
Название: Applied econometric times series
ISBN: 0470505397 ISBN-13(EAN): 9780470505397
Издательство: Wiley
Цена: 15397 р.
Наличие на складе: Невозможна поставка.
Описание: Presents business professionals with an introduction to time-series analysis. This title shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the various techniques. It discusses parameter instability and structural breaks as well as out-of-sample forecasting methods.

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     Старое издание
WIE Applied Econometric Times Series, 2nd Edition, International Edition

Автор: Walter Enders
Название: WIE Applied Econometric Times Series, 2nd Edition, International Edition
ISBN: 0471451738 ISBN-13(EAN): 9780471451730
Издательство: Wiley
Цена: 2988 р.
Наличие на складе: Невозможна поставка.
Описание: Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.

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Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
Цена: 4382 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

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A Guide to Modern Econometrics

Автор: Verbeek M
Название: A Guide to Modern Econometrics
ISBN: 1119951674 ISBN-13(EAN): 9781119951674
Издательство: Wiley
Цена: 4399 р.
Наличие на складе: Нет в наличии.

Описание: This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at www.wileyeurope.com/college/verbeek

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Applied Nonparametric Econometrics

Автор: Henderson
Название: Applied Nonparametric Econometrics
ISBN: 0521279682 ISBN-13(EAN): 9780521279680
Издательство: Cambridge Academ
Цена: 2716 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

Описание: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians, discussing basic to advanced nonparametric methods with applications.

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An Introduction to Modern Econometrics Using Stata

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
Цена: 5631 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

Описание: Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.

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Econometrics

Автор: Fumio Hayashi
Название: Econometrics
ISBN: 0691010188 ISBN-13(EAN): 9780691010182
Издательство: Wiley
Цена: 3344 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

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Econometric Modelling with Time Series

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521139813 ISBN-13(EAN): 9780521139816
Издательство: Cambridge Academ
Цена: 5347 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

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Econometric Modelling with Time Series

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521196604 ISBN-13(EAN): 9780521196604
Издательство: Cambridge Academ
Цена: 8326 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

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Econometric Analysis of Panel Data

Автор: Baltagi Badi H
Название: Econometric Analysis of Panel Data
ISBN: 1118672321 ISBN-13(EAN): 9781118672327
Издательство: Wiley
Цена: 4223 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

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The Econometric Modelling of Financial Time Series

Название: The Econometric Modelling of Financial Time Series
ISBN: 0521624924 ISBN-13(EAN): 9780521624923
Издательство: Cambridge Academ
Цена: 1749 р.
Наличие на складе: Нет в наличии.

Описание: Substantially revised and updated second edition of Terry Mills' best-selling graduate textbook The Econometric Modelling of Financial Time Series. The book provides detailed coverage of the variety of models that are currently being used in the empiric

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The Econometric Analysis of Seasonal Time Series

Автор: Eric Ghysels
Название: The Econometric Analysis of Seasonal Time Series
ISBN: 052156588X ISBN-13(EAN): 9780521565882
Издательство: Cambridge Academ
Цена: 1927 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

Описание: Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.

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Nonlinear Econometric Modeling in Time Series

Автор: Edited by William A. Barnett
Название: Nonlinear Econometric Modeling in Time Series
ISBN: 052102868X ISBN-13(EAN): 9780521028684
Издательство: Cambridge Academ
Цена: 3154 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

Описание: Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.

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The Econometric Modelling of Financial Time Series

Автор: Terence C. Mills
Название: The Econometric Modelling of Financial Time Series
ISBN: 052171009X ISBN-13(EAN): 9780521710091
Издательство: Cambridge Academ
Цена: 3154 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.

Описание: Terence Mills’ best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos, contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.

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