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Applied Time Series Econometrics.

Lutkepohl, Helmut.

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Applied Time Series Econometrics.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Applied Time Series Econometrics./
Author:	Lutkepohl, Helmut.
other author:	Ghysels, Eric.
Published:	Cambridge :Cambridge University Press, : 2004.,
Description:	351 p.
[NT 15003449]:	Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Notation and Abbreviations; Contributors; 1 Initial Tasks and Overview; 2 Univariate Time Series Analysis; 3 Vector Autoregressive and Vector Error Correction Models; 4 Structural Vector Autoregressive Modeling and Impulse Responses; 5 Conditional Heteroskedasticity; 6 Smooth Transition Regression Modeling; 7 Nonparametric Time Series Modeling; 8 The Software JMulTi; References; Index
Online resource:	http://dx.doi.org/10.1017/CBO9780511606885Click here to view book
ISBN:	9780511606885 (electronic bk.)

Applied Time Series Econometrics.
Lutkepohl, Helmut.

Applied Time Series Econometrics.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 351 p.

Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Notation and Abbreviations; Contributors; 1 Initial Tasks and Overview; 2 Univariate Time Series Analysis; 3 Vector Autoregressive and Vector Error Correction Models; 4 Structural Vector Autoregressive Modeling and Impulse Responses; 5 Conditional Heteroskedasticity; 6 Smooth Transition Regression Modeling; 7 Nonparametric Time Series Modeling; 8 The Software JMulTi; References; Index

The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511606885 (electronic bk.)Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HA30.3 . / A67 2004

Dewey Class. No.: 330.015195

Applied Time Series Econometrics.
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020 $a 9780511606885 (electronic bk.)
020 $a 9780521839198 (print)
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035 $a 1808590
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HA30.3 . $b A67 2004
082 0 0 $a 330.015195
100 1 $a Lutkepohl, Helmut. $3 743793
245 1 0 $a Applied Time Series Econometrics. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2004.
300 $a 351 p.
505 0 $a Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Notation and Abbreviations; Contributors; 1 Initial Tasks and Overview; 2 Univariate Time Series Analysis; 3 Vector Autoregressive and Vector Error Correction Models; 4 Structural Vector Autoregressive Modeling and Impulse Responses; 5 Conditional Heteroskedasticity; 6 Smooth Transition Regression Modeling; 7 Nonparametric Time Series Modeling; 8 The Software JMulTi; References; Index
520 $a The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Ghysels, Eric. $3 1897815
700 1 $a Kratzig, Markus. $3 1897816
700 1 $a Phillips, Peter C. B. $3 1897817
700 1 $a Smith, Richard J. $3 1897818
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521839198
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511606885