# krainaksiazek time series and panel data econometrics 20128279

- znaleziono 41 produktów w 8 sklepach

### Time Series And Panel Data Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Econ...**

The Book Describes And Illustrates Many Advances That Have Taken Place In A Number Of Areas In Theoretical And Applied Econometrics Over The Past Four Decades.

Sklep: Gigant.pl

### Time Series and Panel Data Econometrics Oxford University Press

**Książki / Literatura obcojęzyczna**

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Sklep: Libristo.pl

### Time Series Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Math...**

Presenting Modern Developments In Time Series Analysis, This Book Focuses On Their Application To Economic Problems. It Introduces The Concept Of A Stationary Time Series And The Basic Properties Of Covariance, Moves To Non-stationary Time Series, And Discusses Volatility Models. The Second Part Of The Text Is Devoted To Multivariate Processes.

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### Fundamental Principles of Time Series Econometrics Volume II LAP Lambert Academic Publishing

**Książki / Literatura obcojęzyczna**

The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecasting

Sklep: Libristo.pl

### Fundamental Principles of Time Series Econometrics Volume I LAP Lambert Academic Publishing

**Książki / Literatura obcojęzyczna**

The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecasting;

Sklep: Libristo.pl

### Bayesian Econometrics Wiley-Blackwell

**Książki / Literatura obcojęzyczna**

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self--contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Sklep: Libristo.pl

### Uncertainty Analysis in Econometrics with Applications Springer, Berlin

**Książki / Literatura obcojęzyczna**

Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization.§This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data.

Sklep: Libristo.pl

### Estimation of Panel Data Models with Individual Effects LAP Lambert Academic Publishing

**Książki / Literatura obcojęzyczna**

This book focused on the panel data model estimators. Panel data is a continuously developing field. Panel data combine cross-sectional and time-series data and, therefore, provide a more appealing structure of data analysis than either cross sectional or time-series data, alone. Panel data analysis has many advantages over analysis using time-series and cross-sectional data alone. For example, the increased sample size due to the utilization of cross-sectional and time-series data improves the accuracy of model parameters' estimates due to a greater number of degrees of freedom and less multicollinearity compared to either cross-section or time-series data alone. Additionally, since panel data contain information on both the inter-temporal dynamics and the individuality of entities, it controls for the effect of missing variables on the estimation results. This book targeted at undergraduate, postgraduate students and other researchers who want to further their study on panel data models.

Sklep: Libristo.pl

### Time Series Models, Causality And Exogeneity

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Econ...**

This Is The Eighth Volume In A Ten-volume Set. It Reprints A Selection Of The Most Important And Influential Articles On Probability, Econometrics And Economic Games Which Cumulatively Have Had An Impact On The Development Of Modern Economics. The 242 Articles Date From 1936 To 1996.

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### Periodic Time Series Models Oxford University Press Inc

**Książki / Literatura obcojęzyczna**

This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results. The first part of the book deals with model selection, diagnostic checking and forecasting of univariate periodic autoregressive models. Tests for periodic integration, are discussed, and an extensive discussion of the role of deterministic regressors in testing for periodic integration and in forecasting is provided. The second part discusses multivariate periodic autoregressive models. It provides an overview of periodic cointegration models, as these are the most relevant. This overview contains single-equation type tests and a full-system approach based on generalized method of moments. All methods are illustrated with extensive examples, and the book will be of interest to advanced graduate students and researchers in econometrics, as well as practitioners looking for an understanding of how to approach seasonal data.

Sklep: Libristo.pl

### Elements of Multivariate Time Series Analysis Springer, Berlin

**Książki / Literatura obcojęzyczna**

Now available in paperback. Elements of Multivariate Time Series Analysis, Second Edition introduces the basic concepts and methods that are useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields. The book concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis. It covers basic topics such as stationary processes and their covariance matrix structure,vector AR, MA, and ARMA models, forecasting, least squares and maximum likelihood estimation for ARMA models, associated likelihood ratio testing procedures, and other model specification methods useful for model building and model checking. In this revised edition, additional topics have been added and parts of the first edition have been expanded. The most notable addition is a new chapter that discusses topics that arise when exogenous variables are involved in model structures, generally through consideration of the ARMAX models. The book also includes exercise sets and multivariate time series data sets. In addition to serving as a textbook, this book will also be useful to researchers and graduate students in the areas of statistics, econometrics, business, and engineering.

Sklep: Libristo.pl

### Time Series Analysis UNIVERSITY PRESSES

**Książki / Literatura obcojęzyczna**

The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems (including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter) in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. "Time Series Analysis" fills an important need for a textbook that integrates economic theory, econometrics, and new results. The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.

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### Introduction to Modern Time Series Analysis Springer, Berlin

**Książki / Literatura obcojęzyczna**

This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data.

Sklep: Libristo.pl

### Time Series Models For Business And Economic Forecasting

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Economic forecastingKsiążki Obcojęzyczne>Angielskie...**

Taking A Practical Approach, This Updated And Classroom-tested Textbook Prepares Students To Create Effective Forecasting Models For Business And Economics.

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### Time Series Models For Business And Economic Forecasting

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Economic forecastingKsiążki Obcojęzyczne>Angielskie...**

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