skip to content
Time Series Econometrics Preview this item
ClosePreview this item
Checking...

Time Series Econometrics

Author: Klaus Neusser
Publisher: Cham Springer International Publishing 2016.
Series: Springer Texts in Business and Economics
Edition/Format:   eBook : EnglishView all editions and formats
Summary:

The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Klaus Neusser
ISBN: 9783319328621 331932862X 9783319328614 3319328611
OCLC Number: 953073943
Description: 1 Online-Ressource (XXIV, 409 p. 66 illus., 64 illus. in color)
Contents: 1. Introduction.- 2. ARMA models.- 3. Forecasting stationary processes.- 4. Estimation of Mean and Autocovariance Function.- 5.Estimation of ARMA Models.- 6. Spectral Analysis and Linear Filters.- 7. Integrated Processes.- 8. Models of Volatility.- 9. Multivariate Time series.- 10. Estimation of Covariance Function.- 11. VARMA Processes.- 12. Estimation of VAR Models.- 13. Forecasting with VAR Models.- 14. Interpretation of VAR Models.- 15. Co-integration.- 16. The Kalman Filter.- 17. Appendices.
Series Title: Springer Texts in Business and Economics
Responsibility: by Klaus Neusser.

Reviews

Editorial reviews

Publisher Synopsis

"The present monograph is a practical and comprehensive introduction to an area that lies at the core of econometrics. ... It requires minimal prerequisites, and is almost surely accessible to senior Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/953073943> # Time Series Econometrics
    a schema:CreativeWork, schema:Book ;
    library:oclcnum "953073943" ;
    schema:about <http://experiment.worldcat.org/entity/work/data/2959539481#Topic/macroeconomics> ; # Macroeconomics
    schema:about <http://dewey.info/class/330.015195/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/2959539481#Topic/econometrics> ; # Econometrics
    schema:about <http://experiment.worldcat.org/entity/work/data/2959539481#Topic/statistics> ; # Statistics
    schema:about <http://experiment.worldcat.org/entity/work/data/2959539481#Topic/macroeconomics_monetary_economics_financial_economics> ; # Macroeconomics/Monetary Economics//Financial Economics
    schema:about <http://experiment.worldcat.org/entity/work/data/2959539481#Topic/statistics_for_business_economics_mathematical_finance_insurance> ; # Statistics for Business/Economics/Mathematical Finance/Insurance
    schema:about <http://experiment.worldcat.org/entity/work/data/2959539481#Topic/economics> ; # Economics
    schema:author <http://experiment.worldcat.org/entity/work/data/2959539481#Person/neusser_klaus> ; # Klaus Neusser
    schema:bookFormat schema:EBook ;
    schema:datePublished "2016" ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/2959539481> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://worldcat.org/issn/2192-4333> ; # Springer Texts in Business and Economics,
    schema:name "Time Series Econometrics" ;
    schema:numberOfPages "409" ;
    schema:productID "953073943" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/953073943#PublicationEvent/2016> ;
    schema:url <https://doi.org/10.1007/978-3-319-32862-1> ;
    schema:url <http://www.springerlink.com/content/978-3-319-32862-1> ;
    schema:url <http://dx.doi.org/10.1007/978-3-319-32862-1> ;
    schema:url <http://nbn-resolving.de/urn:nbn:de:1111-201606167767> ;
    schema:url <http://swbplus.bsz-bw.de/bsz473972719cov.htm> ;
    schema:workExample <http://dx.doi.org/10.1007/978-3-319-32862-1> ;
    schema:workExample <http://worldcat.org/isbn/9783319328614> ;
    schema:workExample <http://worldcat.org/isbn/9783319328621> ;
    umbel:isLike <http://d-nb.info/1103659847> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/953073943> ;
    .


Related Entities

<http://dx.doi.org/10.1007/978-3-319-32862-1>
    a schema:IndividualProduct ;
    rdfs:comment "URL des Erstveröffentlichers" ;
    .

<http://experiment.worldcat.org/entity/work/data/2959539481#Person/neusser_klaus> # Klaus Neusser
    a schema:Person ;
    schema:familyName "Neusser" ;
    schema:givenName "Klaus" ;
    schema:name "Klaus Neusser" ;
    .

<http://experiment.worldcat.org/entity/work/data/2959539481#Topic/macroeconomics_monetary_economics_financial_economics> # Macroeconomics/Monetary Economics//Financial Economics
    a schema:Intangible ;
    schema:name "Macroeconomics/Monetary Economics//Financial Economics" ;
    .

<http://experiment.worldcat.org/entity/work/data/2959539481#Topic/statistics_for_business_economics_mathematical_finance_insurance> # Statistics for Business/Economics/Mathematical Finance/Insurance
    a schema:Intangible ;
    schema:name "Statistics for Business/Economics/Mathematical Finance/Insurance" ;
    .

<http://worldcat.org/isbn/9783319328614>
    a schema:ProductModel ;
    schema:isbn "3319328611" ;
    schema:isbn "9783319328614" ;
    .

<http://worldcat.org/isbn/9783319328621>
    a schema:ProductModel ;
    schema:isbn "331932862X" ;
    schema:isbn "9783319328621" ;
    .

<http://worldcat.org/issn/2192-4333> # Springer Texts in Business and Economics,
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/953073943> ; # Time Series Econometrics
    schema:issn "2192-4333" ;
    schema:name "Springer Texts in Business and Economics," ;
    .

<https://doi.org/10.1007/978-3-319-32862-1>
    rdfs:comment "URL des Erstveröffentlichers" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.