Applied time series econometrics / edited by Helmut Lơ̧tkepohl, Markus KrÞ̧tzig.
Applied time series econometrics / edited by Helmut Lơ̧tkepohl, Markus KrÞ̧tzig.
Applied time series econometrics / edited by Helmut Lơ̧tkepohl, Markus KrÞ̧tzig.
About this item
Full title
Publisher
New York : Cambridge University Press, 2004.
Date
2004.
Call Numbers
N330.01519/ 5
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
xxv, 323 p. : ill. ; 23 cm.
Contents
1. Initial tasks and overview / Helmut Lutkepohl -- 2. Univariate time series analysis / Helmut Lutkepohl -- 3. Vector autoregressive and vector error correction models / Helmut Lutkepohl -- 4. Structural vector autoregressive modeling and impulse responses / Jorg Breitung, Ralf Bruggemann and Helmu...
Publication information
Publisher
New York : Cambridge University Press, 2004.
Place of Publication
New York (State)
Date Published
2004.
Subjects
More information
Scope and Contents
Summary
"Time series econometrics is a rapidly evolving field and the cointegration revolution in particular has had a substantial impact on applied analysis. This work sketches out the methods of time series econometrics to remind the reader of the ideas underlying them and to give sufficient background for empirical work. Unit root and cointegration anal...
Alternative Titles
Full title
Applied time series econometrics / edited by Helmut Lơ̧tkepohl, Markus KrÞ̧tzig.
Authors, Artists and Contributors
Author / Artists
Notes
General note
Themes in modern econometrics.
Includes bibliographical references and index.
Contextual Information
Related resource (online)
Other version (online)
Identifiers
Primary Identifiers
Call Numbers
N330.01519/ 5
Record Identifier
74VKpAqe586X
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKpAqe586X
Other Identifiers
ISBN
052183919X
9780521547871 (pbk.)
0521547873 (pbk.)
052183919X (cloth)
DDC
519.55
330.0151955
MMS ID
991019383529702626
