Elements Of Time Series Econometrics An Applied Approach PDF Download
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| Author | : Evžen Kočenda |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2007 |
| Genre | : Econometrics |
| ISBN | : 9788024613703 |
Download Elements of Time Series Econometrics Book in PDF, ePub and Kindle
This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretical tools. Accordingly, material is presented in a way that is easy to understand. In many cases, intuitive explanation and understanding of the studied phenomena are offered. Essential concepts are illustrated by clear-cut examples. The attention of readers is drawn to numerous applied works where the use of specific techniques is best illustrated. Such applications are chiefly connected with issues of recent economic transition and European integration. The outlined style of presentation makes the book also a rich source of references. The text is divided into four major sections. The first section, "The Nature of Time Series," gives an introduction to time series analysis. The second section, "Difference Equations," describes briefly the theory of difference equations, with an emphasis on results that are important for time series econometrics. The third section, "Univariate Time Series," presents the methods commonly used in univariate time series analysis, the analysis of time series of one single variable. The fourth section, "Multiple Time Series," deals with time series models of multiple interrelated variables. Appendices contain an introduction to simulation techniques and statistical tables.
| Author | : Evžen Kočenda |
| Publisher | : Karolinum Press |
| Total Pages | : 220 |
| Release | : 2014-03-01 |
| Genre | : Business & Economics |
| ISBN | : 8024623153 |
Download Elements of Time Series Econometrics : An Applied Approach Book in PDF, ePub and Kindle
This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretical tools. Accordingly, material is presented in a way that is easy to understand. In many cases intuitive explanation and understanding of the studied phenomena are offerd. Essential concepts are illustrated by clear-cut examples. The attention of readers is drawn to numerous applied works where the use of specific techniques is best illustrated. Such applications are chiefly connected with issues of recent economic transition and European integration. The outlined style of presentation makes the book also a rich source of references. The text is divided into four major sections. The first section, "The Nature of Time Series?, gives an introduction to time series analysis. The second section, "Difference Equations?, describes briefly the theory of difference equations with an emphasis on results that are important for time series econometrics. The third section, "Univariate Time Series?, presents the methods commonly used in univariate time series analysis, the analysis of time series of one single variable. The fourth section, "Multiple Time Series?, deals with time series models of multiple interrelated variables. Appendices contain an introduction to simulation techniques and statistical tables.
| Author | : Helmut Lütkepohl |
| Publisher | : Cambridge University Press |
| Total Pages | : 351 |
| Release | : 2004-08-02 |
| Genre | : Business & Economics |
| ISBN | : 1139454730 |
Download Applied Time Series Econometrics Book in PDF, ePub and Kindle
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
| Author | : Bruce L. Bowerman |
| Publisher | : Brooks/Cole |
| Total Pages | : 504 |
| Release | : 1979 |
| Genre | : Mathematics |
| ISBN | : |
Download Time Series and Forecasting Book in PDF, ePub and Kindle
Forecasting and multiple regression analysis; Forecasting time series described by trend and irregular components; Forecasting seasonal time series; The box-jenkins methodology.
| Author | : K. D. Patterson |
| Publisher | : Palgrave Macmillan |
| Total Pages | : 795 |
| Release | : 2000 |
| Genre | : Business & Economics |
| ISBN | : 9780312235123 |
Download An Introduction to Applied Econometrics Book in PDF, ePub and Kindle
Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.
| Author | : Terence C. Mills |
| Publisher | : Academic Press |
| Total Pages | : 354 |
| Release | : 2019-02-08 |
| Genre | : Business & Economics |
| ISBN | : 0128131179 |
Download Applied Time Series Analysis Book in PDF, ePub and Kindle
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others. Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study Covers both univariate and multivariate techniques in one volume Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples
| Author | : Walter Enders |
| Publisher | : Wiley Global Education |
| Total Pages | : 498 |
| Release | : 2014-11-03 |
| Genre | : Business & Economics |
| ISBN | : 1118918665 |
Download Applied Econometric Time Series Book in PDF, ePub and Kindle
Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.
| Author | : Bruce L. Bowerman |
| Publisher | : South Western Educational Publishing |
| Total Pages | : 746 |
| Release | : 1993 |
| Genre | : Business & Economics |
| ISBN | : |
Download Forecasting and Time Series Book in PDF, ePub and Kindle
This comprehensive book introduces students to time series and forecasting techniques. The prerequisites are college algebra and basic statistics. It contains complete coverage of linear regression analysis, which provides much of the conceptual foundation of forecasting.
| Author | : C. W. J. Granger |
| Publisher | : Academic Press |
| Total Pages | : 353 |
| Release | : 2014-05-10 |
| Genre | : Business & Economics |
| ISBN | : 1483273245 |
Download Forecasting Economic Time Series Book in PDF, ePub and Kindle
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
| Author | : Jacques J. F. Commandeur |
| Publisher | : OUP Oxford |
| Total Pages | : 192 |
| Release | : 2007-07-19 |
| Genre | : Business & Economics |
| ISBN | : 0191607800 |
Download An Introduction to State Space Time Series Analysis Book in PDF, ePub and Kindle
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.
