Applied Time Series Econometrics (Hardcover) (ISBN-13: 9780521839198)

Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied.

Author: Helmut L?kepohl
ISBN-10: 052183919X
ISBN-13: 9780521839198
Publisher: Cambridge University Press
Language: English
Published: 08/02/2004
Pages: 352
Format: Hardcover
Weight: 1.30lbs
Size: 9.02h x 6.35w x 0.94d