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Introduction Modern Time Series by Kirchgässner (38 results)
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Condition: As New. Unread book in perfect condition.
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Introduction to Modern Time Series Analysis
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Second Edition 2013. This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 42.19
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Introduction to Modern Time Series Analysis
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Introduction to Modern Time Series Analysis
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Introduction to Modern Time Series Analysis.
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 274 Seiten; Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 560.
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Introduction to Modern Time Series Analysis.
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 274 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; einige Anstreichungen im Text; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 560.
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
Seller: Corner of a Foreign Field, Tokyo, TOKYO, Japan
Seller rating 5 out of 5 stars
Hardcover. Condition: As New. No Jacket. 2nd Edition. As new.Ships from Japan.Usually ships in 1-2 working days.
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Condition: New.
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Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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US$ 111.17
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Paperback. Condition: Brand New. 2nd edition. 332 pages. 9.00x6.25x0.75 inches. In Stock.
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Introduction to Modern Time Series Analysis
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Introduction to Modern Time Series Analysis
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Language: English
US$ 50.21
US$ 85.53 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPaperback. Condition: New. Second Edition 2013. This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
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Introduction to Modern Time Series Analysis
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
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Taschenbuch. Condition: Neu. Introduction to Modern Time Series Analysis | Gebhard Kirchgässner (u. a.) | Taschenbuch | xii | Englisch | 2014 | Springer | EAN 9783642440298 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Introduction to Modern Time Series Analysis
Published by Springer Berlin Heidelberg, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Language: English
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
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International EditionCondition: New. Brand 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.
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Introduction to Modern Time Series Analysis
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 147.72
US$ 19.74 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
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Hardcover. Condition: Like New. Like New. book.
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Condition: As New. Unread book in perfect condition.
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Hardcover. Condition: Brand New. 2nd edition. 331 pages. 9.50x6.50x1.00 inches. In Stock.
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Introduction to Modern Time Series Analysis
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
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Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
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Introduction to Modern Time Series Analysis
Published by Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Language: English
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
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Paperback. Condition: Like New. Like New. Ships from Multiple Locations. book.
