Modern Time Series Analysis in Forest Products Markets, Jens Abildtrup; F. Helles; Per Holten-Andersen; Ja

Автор: Hamilton, James
Название: Time Series Analysis
ISBN: 0691042896 ISBN-13(EAN): 9780691042893
Издательство: Wiley
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Цена: 11088.00 р.
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Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

Автор: Durbin, James; Koopman, Siem Jan
Название: Time Series Analysis by State Space Methods
ISBN: 019964117X ISBN-13(EAN): 9780199641178
Издательство: Oxford Academ
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Цена: 18216.00 р.
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Описание: This new edition updates Durbin & Koopman`s important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.

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: Pena, Daniel S. Tiao, George C. Tsay, Ruey S.
Название: Course in time series analysis
ISBN: 047136164X ISBN-13(EAN): 9780471361640
Издательство: Wiley
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Цена: 31355.00 р.
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Описание: New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data.

Автор: Masanao Aoki
Название: Notes on Economic Time Series Analysis: System Theoretic Perspectives
ISBN: 3540126961 ISBN-13(EAN): 9783540126966
Издательство: Springer
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Цена: 15372.00 р.
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Описание: In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years.

Автор: Ruey S. Tsay
Название: Analysis of Financial Time Series, 2nd Edition
ISBN: 0471690740 ISBN-13(EAN): 9780471690740
Издательство: Wiley
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Цена: 14810.00 р.
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Описание: Gives an introduction to financial econometric models and their applications to modeling and prediction of financial time series data. This work also helps you master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high frequency financial data, and continuous time models.

Автор: Keith W. Hipel
Название: Stochastic and Statistical Methods in Hydrology and Environmental Engineering: Time Series Analysis in Hydrology
ISBN: 9048143799 ISBN-13(EAN): 9789048143795
Издательство: Springer
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Цена: 28732.00 р.
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Описание: Vol.4: Effective Environmental Management for Sustainable Development

Автор: Gebhard Kirchg?ssner; J?rgen Wolters; Uwe Hassler
Название: Introduction to Modern Time Series Analysis
ISBN: 3642440290 ISBN-13(EAN): 9783642440298
Издательство: Springer
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Цена: 10475.00 р.
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Описание: This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data.

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: 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.