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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| Định dạng: | Sách |
|---|---|
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
Cambridge, UK
Cambridge University Press
2004
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
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| 020 | |c 41.75 | ||
| 082 | |a 330.0151955 | ||
| 082 | |b A648 | ||
| 245 | 0 | |a Applied time series econometries | |
| 245 | 0 | |c Edited by Helmut Lütkepohl, Markus Krätzig | |
| 260 | |a Cambridge, UK | ||
| 260 | |b Cambridge University Press | ||
| 260 | |c 2004 | ||
| 520 | |a 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. | ||
| 650 | |a Time-series analysis,Econometrics | ||
| 650 | |x Mathematical models | ||
| 904 | |i Minh | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||