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Applied econometric times series, Enders, Walter

Applied econometric times series

Автор: Enders, Walter
Название:  Applied econometric times series   (Прикладная эконометрическая модель временного ряда)
Издательство: Wiley
Классификация:
Эконометрика

ISBN: 0470505397
ISBN-13(EAN): 9780470505397
ISBN: 0-470-50539-7
ISBN-13(EAN): 978-0-470-50539-7
Обложка/Формат: Hardcover
Страницы: 544
Вес: 0.702 кг.
Дата издания: 24.11.2009
Язык: ENG
Издание: 3 rev ed
Иллюстрации: Illustrations
Размер: 23.88 x 17.09 x 2.31 cm
Читательская аудитория: Professional & vocational
Рейтинг:
Поставляется из: Англии
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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     Новое издание
Applied Econometric Time Series

Автор: Enders Walter
Название: Applied Econometric Time Series
ISBN: 1118808568 ISBN-13(EAN): 9781118808566
Издательство: Wiley
Цена: 16895 р.
Наличие на складе: Поставка под заказ.
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     Старое издание
Applied Econometric Time Series, Second Edition

Автор: Walter Enders
Название: Applied Econometric Time Series, Second Edition
ISBN: 0471230650 ISBN-13(EAN): 9780471230656
Издательство: Wiley
Цена: 3252 р.
Наличие на складе: Поставка под заказ.
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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Econometric Modelling with Time Series Paperback

Автор: Vance Martin Stan Hurn and David Harris
Название: Econometric Modelling with Time Series Paperback
ISBN: 0521139813 ISBN-13(EAN): 9780521139816
Издательство: Cambridge Academ
Цена: 4820 р.
Наличие на складе: 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 Hardback

Автор: Vance Martin Stan Hurn and David Harris
Название: Econometric Modelling with Time Series Hardback
ISBN: 0521196604 ISBN-13(EAN): 9780521196604
Издательство: Cambridge Academ
Цена: 7888 р.
Наличие на складе: 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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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: Поставка под заказ.
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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Applied Time Series Modelling and Forecasting

Автор: Richard Harris
Название: Applied Time Series Modelling and Forecasting
ISBN: 0470844434 ISBN-13(EAN): 9780470844434
Издательство: Wiley
Цена: 3783 р.
Наличие на складе: Поставка под заказ.
Описание: Incorporates developments and includes three major chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non stationary time series.
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Applied Econometric Time Series

Автор: Enders Walter
Название: Applied Econometric Time Series
ISBN: 1118808568 ISBN-13(EAN): 9781118808566
Издательство: Wiley
Цена: 16895 р.
Наличие на складе: Поставка под заказ.
Купить

Applied Econometric Time Series, Second Edition

Автор: Walter Enders
Название: Applied Econometric Time Series, Second Edition
ISBN: 0471230650 ISBN-13(EAN): 9780471230656
Издательство: Wiley
Цена: 3252 р.
Наличие на складе: Поставка под заказ.
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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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: 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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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: 2454 р.
Наличие на складе: 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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The Econometric Analysis of Seasonal Time Series

Автор: Eric Ghysels
Название: The Econometric Analysis of Seasonal Time Series
ISBN: 0521562600 ISBN-13(EAN): 9780521562607
Издательство: Cambridge Academ
Цена: 4645 р.
Наличие на складе: 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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Structural econometric time series analysis approach

Название: Structural econometric time series analysis approach
ISBN: 0521814073 ISBN-13(EAN): 9780521814072
Издательство: Cambridge Academ
Цена: 13498 р.
Наличие на складе: Поставка под заказ.
Описание: This 2004 text offers key texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach.
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Modelling Economic Series: Readings in Econometric Methodology

Название: Modelling Economic Series: Readings in Econometric Methodology
ISBN: 0198287364 ISBN-13(EAN): 9780198287360
Издательство: Oxford Academ
Цена: 1751 р.
Наличие на складе: Нет в наличии.
Описание: This collection of essays on applied econometrics has been designed specifically for graduate students. It aims to demonstrate how to evaluate the validity of present theories and techniques, in order to construct actual economic models.
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Applied Time Series Econometrics

Автор: Edited by Helmut L?tkepohl
Название: Applied Time Series Econometrics
ISBN: 052183919X ISBN-13(EAN): 9780521839198
Издательство: Cambridge Academ
Цена: 4383 р.
Наличие на складе: Поставка под заказ.
Описание: 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 textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
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