00995nam a2200205Ia 4500 CTU_116836 210402s9999 xx 000 0 und d 41.75 330.0151955 A648 Applied time series econometries Edited by Helmut Lütkepohl, Markus Krätzig Cambridge, UK Cambridge University Press 2004 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. Time-series analysis,Econometrics Mathematical models Minh Trung tâm Học liệu Trường Đại học Cần Thơ