Applied Time Series Econometrics (English, Helmut Lutkepohl | Markus Kratzig)
by Helmut Lutkepohl | Markus Kratzig
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521839198
ISBN-10
052183919X
Author
Helmut Lutkepohl | Markus Kratzig
About the Book
Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied.
ISBN: 9780521839198
ISBN-13: 9780521839198
ISBN-10: 052183919X
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Product ID: isbn-9780521839198
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