Introduction to Modern Time Series Analysis, Gebhard Kirchg?ssner; J?rgen Wolters; Uwe Hassler

Автор: Acemoglu, Daron
Название: Introduction to Modern Economic Growth
ISBN: 0691132925 ISBN-13(EAN): 9780691132921
Издательство: Wiley
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Цена: 8712.00 р.
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Описание: Gives graduate student`s tools to analyze growth and related macroeconomic problems, and also perspective needed to apply those tools to the big-picture questions of growth and divergence. In this title, the author introduces economic and mathematical foundations of modern growth theory and macroeconomics in a rigorous and easy to follow manner.

Автор: Lutkepohl, Helmut
Название: New Introduction to Multiple Time Series Analysis
ISBN: 3540262393 ISBN-13(EAN): 9783540262398
Издательство: Springer
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Цена: 16513.00 р.
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Описание: It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting.

Автор: T. W. Anderson
Название: An Introduction to Multivariate Statistical Analysis, Third Edition
ISBN: 0471360910 ISBN-13(EAN): 9780471360919
Издательство: Wiley
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Цена: 27712.00 р.
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Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.

Автор: Commandeur, Jacques J.F.; Koopman, Siem Jan
Название: An Introduction to State Space Time Series Analysis
ISBN: 0199228876 ISBN-13(EAN): 9780199228874
Издательство: Oxford Academ
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Цена: 7681.00 р.
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Описание: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.

Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul
Название: Introduction to Time Series Analysis and Forecasting
ISBN: 1118745116 ISBN-13(EAN): 9781118745113
Издательство: Wiley
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Цена: 18208.00 р.
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Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.

Автор: Helmut L?tkepohl
Название: Introduction to Multiple Time Series Analysis
ISBN: 3540569405 ISBN-13(EAN): 9783540569404
Издательство: Springer
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Цена: 12577.00 р.
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Описание: Deals with analyzing and forecasting multiple time series. This textbook discusses models such as vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models, and methods like estimation, specification, and checking the adequacy of these models.

Автор: Ruey Tsay
Название: Analysis of Financial Time Series
ISBN: 0470414359 ISBN-13(EAN): 9780470414354
Издательство: Wiley
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Цена: 19792.00 р.
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Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.

Автор: T.S. Rao; M.M. Gabr
Название: An Introduction to Bispectral Analysis and Bilinear Time Series Models
ISBN: 0387960392 ISBN-13(EAN): 9780387960395
Издательство: Springer
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Цена: 16769.00 р.
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Описание: The theory of time series models has been well developed over the last thirt,y years. The most interesting feature of such a model is that its second order covariance analysis is ve~ similar to that for a linear model. This demonstrates the importance of higher order covariance analysis for nonlinear models.