INTRODUCTION TO MODERN TIME SERIES ANALYSIS (PB)
KIRCHGASSNER G.
Sold by UK BOOKS STORE, London, LONDO, United Kingdom
AbeBooks Seller since March 11, 2024
New - Soft cover
Condition: New
Quantity: 1 available
Add to basket
Stock Image
Sold by UK BOOKS STORE, London, LONDO, United Kingdom
AbeBooks Seller since March 11, 2024
Condition: New
Quantity: 1 available
Add to basketBrand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.
Seller Inventory # CBS 9783540687351
This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.
From the reviews:
"This excellent textbook presents an introduction to the time series analysis. It provides a good source of information for graduate and master students in economics and statistics. It is a well-written and easy to read book, illustrated by 56 good examples. Also, many important references are listed at the end of each chapter." (Miroslav M. Ristic, Zentralblatt MATH, Vol. 1148, 2008)
"This book presents to beginners a readable and easily accessible introduction to modern developments in time series econometrics and financial time series with an emphasis on basic concepts and practical applications. The book is a textbook consisting of seven chapters ... . the greatest merit of this textbook is that it enables readers to grasp the basic framework of time-series econometrics without relying on extensive reading." (Yuzo Hosoya, Mathematical Reviews, Issue 2009 k)
"About this title" may belong to another edition of this title.
| Order quantity | 5 to 10 business days | 4 to 7 business days |
|---|---|---|
| First item | US$ 5.24 | US$ 13.11 |
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.