Applied time series econometries

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 accompl...

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Gespeichert in:
Bibliographische Detailangaben
Format: Buch
Sprache:Undetermined
Veröffentlicht: Cambridge, UK Cambridge University Press 2004
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
Beschreibung
Zusammenfassung: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.