| 000 | 03569cam a22005295i 4500 | ||
|---|---|---|---|
| 001 | 21733517 | ||
| 003 | KWUST | ||
| 005 | 20230824133759.0 | ||
| 006 | m |o d | | ||
| 007 | cr ||||||||||| | ||
| 008 | 190131s2018 gw |||| o |||| 0|eng | ||
| 010 | _a 2019751236 | ||
| 020 | _a9783319982816 | ||
| 024 | 7 |
_a10.1007/978-3-319-98282-3 _2doi |
|
| 035 | _a(DE-He213)978-3-319-98282-3 | ||
| 040 |
_aDLC _beng _epn _erda _cDLC |
||
| 050 | _aHB139. L65 2021 | ||
| 072 | 7 |
_aBUS021000 _2bisacsh |
|
| 072 | 7 |
_aKCH _2bicssc |
|
| 072 | 7 |
_aKCH _2thema |
|
| 082 | 0 | 4 |
_a330.015195 _223 |
| 100 | 1 |
_aLevendis, John D, _eauthor. |
|
| 245 | 1 | 0 |
_aTime Series Econometrics : _bLearning Through Replication / _cby John D. Levendis. |
| 250 | _a1st ed. | ||
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2021. |
|
| 300 | _a1 online resource (XIII, 409 pages 403 illustrations) | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 347 |
_atext file _bPDF _2rda |
||
| 490 | 1 |
_aSpringer Texts in Business and Economics, _x2192-4333 |
|
| 505 | 0 | _aChapter 1: Introduction -- Chapter 2: ARMA (p,q) Processes -- Chapter 3: Non-Stationary and ARIMA (p,d,q) Processes -- Chapter 4: Unit Root and Stationarity Tests -- Chapter 5: Structural Breaks and Non-Stationairty -- Chapter 6: ARCH, GARCH and Time-Varying Variance -- Chapter 7: Multiple Time Series and Vector Autoregressions -- Chapter 8: Multiple Time Series and Cointegration. | |
| 520 | _aIn this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful. | ||
| 588 | _aDescription based on publisher-supplied MARC data. | ||
| 650 | 0 | _aEconometrics. | |
| 650 | 0 | _aMacroeconomics. | |
| 650 | 0 | _aStatistics. | |
| 650 | 1 | 4 |
_aEconometrics. _0https://scigraph.springernature.com/ontologies/product-market-codes/W29010 |
| 650 | 2 | 4 |
_aMacroeconomics/Monetary Economics//Financial Economics. _0https://scigraph.springernature.com/ontologies/product-market-codes/W32000 |
| 650 | 2 | 4 |
_aStatistics for Business, Management, Economics, Finance, Insurance. _0https://scigraph.springernature.com/ontologies/product-market-codes/S17010 |
| 776 | 0 | 8 |
_iPrint version: _tTime series econometrics : learning through replication _z9783319982816 _w(DLC) 2018956137 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319982816 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319982830 |
| 830 | 0 |
_aSpringer Texts in Business and Economics, _x2192-4333 |
|
| 906 |
_a0 _bibc _corigres _du _encip _f20 _gy-gencatlg |
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| 942 |
_2lcc _cBK |
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| 999 |
_c2479 _d2479 |
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