000			02837nam a22003858i 4500
001			CR9780511606885
003			UkCbUP
005			20200124160226.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			090910s2004||||enk o ||1 0|eng|d
020			_a9780511606885 (ebook)
020			_z9780521839198 (hardback)
020			_z9780521547871 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHA30.3 _b.A67 2004
082	0	0	_a330/.01/51955 _222
245	0	0	_aApplied time series econometrics / _cedited by Helmut Lütkepohl, Markus Krätzig.
264		1	_aCambridge : _bCambridge University Press, _c2004.
300			_a1 online resource (xxv, 323 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aThemes in modern econometrics
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505	0		_aInitial tasks and overview ; Univariate time series analysis ; Vector autoregressive and vector error correction models / Helmut Lütkepohl -- Structural vector autoregressive modeling and impulse responses / Jörg Breitung, Ralf Brüggemann, and Helmut Lütkepohl -- Conditional heteroskedasticity / Helmut Herwartz -- Smooth transition regression modeling / Timo Teräsvirta -- Nonparametric time series modeling / Rolf Tschernig -- The software JMulTi / Markus Krätzig.
520			_aTime series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
650		0	_aTime-series analysis _xMathematical models.
650		0	_aEconometrics.
700	1		_aLütkepohl, Helmut, _eeditor.
700	1		_aKrätzig, Markus, _d1974- _eeditor.
776	0	8	_iPrint version: _z9780521839198
830		0	_aThemes in modern econometrics.
856	4	0	_uhttps://doi.org/10.1017/CBO9780511606885
999			_c517167 _d517165