Applied time series econometries

Côd QR

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...

Disgrifiad llawn

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Fformat:	Llyfr
Iaith:	Undetermined
Cyhoeddwyd:	Cambridge, UK Cambridge University Press 2004
Pynciau:	Time-series analysis,Econometrics Mathematical models
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

Eitemau Tebyg

Analysis of financial time series
gan: Tsay, Ruey S.
Cyhoeddwyd: (2005)

The analysis of time series : an introduction /
gan: Chatfield, Christopher.
Cyhoeddwyd: (1984)

Time series analysis and its applications : with R examples
gan: Shumway, Robert H
Cyhoeddwyd: (2025)

Time Series Analysis
gan: James, D. Hamilton
Cyhoeddwyd: (2023)

Time series analysis :
gan: Box, George E P.
Cyhoeddwyd: (1994)

Time Series Analysis Forecasting and Control (Revised Edition)
gan: George, E. P.Box, et al.
Cyhoeddwyd: (2023)

Time series Analysis Forecasting and Control (Third Edition)
gan: George, E. P. Box, et al.
Cyhoeddwyd: (2023)

The econometric analysis of seasonal time series
gan: Ghysels, Eric
Cyhoeddwyd: (2001)

Chaos and time-series analysis
gan: Sprott, Julien C.
Cyhoeddwyd: (2003)

Chaos and time-series analysis
gan: Sprott, Julien C.
Cyhoeddwyd: (2003)

Foreign trade statistics of Japan time series by partner country 1951 - 1972
Cyhoeddwyd: (1973)

Time series analysis
gan: Madsen, Henrik
Cyhoeddwyd: (2008)

Time series :
gan: Brockwell, Peter J
Cyhoeddwyd: (2006)

Grammar-Based Feature Generation for Time-Series Prediction
gan: De Silva, Anthony Mihirana, et al.
Cyhoeddwyd: (2015)

Applied Time Series Econometrics
gan: Lutkepohl, H., et al.
Cyhoeddwyd: (2012)

Modeling and Stochastic Learning for Forecasting in High Dimensions
gan: Antoniadis, Anestis, et al.
Cyhoeddwyd: (2015)

Time Series Analysis With Applications in R
gan: Cryer, Jonathan D
Cyhoeddwyd: (2008)

Time series analysis and its applications
gan: Shumway, Robert H
Cyhoeddwyd: (2017)

Nonlinear Mode Decomposition: Theory and Applications
gan: Iatsenko, Dmytro
Cyhoeddwyd: (2016)

Chuỗi thời gian phân tích và nhận dạng
gan: Nguyễn, Hồ Quỳnh
Cyhoeddwyd: (2004)

Chuỗi thời gian :
gan: Nguyễn, Hồ Quỳnh
Cyhoeddwyd: (2004)

Modelling trends and cycles in economic time series
gan: Mills, Terence C.
Cyhoeddwyd: (2003)

The structural econometric time series analysis approach
gan: Zellner, Arnold, et al.
Cyhoeddwyd: (2013)

Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations /
gan: Bauer, Dietmar.

Introduction to Statistical Time Series
gan: Fuller, Wayne A.
Cyhoeddwyd: (1996)

Application of Machine Learning Techniques in Building a Time Series Forecasting Model of the Number of COVID-19 Infections
gan: Tran, Thi My Linh, et al.
Cyhoeddwyd: (2022)

Signal analysis: Wavelets, filter banks, time-frequency transforms and applications
gan: Alfred Mertins
Cyhoeddwyd: (1999)

Introduction to time-series modeling and forecasting in business and economics /
gan: Gaynor, Patricia E.
Cyhoeddwyd: (1994)

Pattern matching under dynamic time warping for time series prediction = Dự báo trên chuỗi thời gian bằng phương pháp so trùng mẫu dưới độ đo xoắn thời gian động /
gan: Nguyen Thanh Son.

Time-series forecasting
gan: Chatfield, Chris
Cyhoeddwyd: (2012)

Time Series Models
gan: Harvey, Andrew C.
Cyhoeddwyd: (2012)

Testing for trend /
gan: Busetti, Fabio.

Forecasting, time series, and regression
gan: Bowerman, Bruce L.
Cyhoeddwyd: (2005)

Introduction to time series and forecasting
gan: Brockwell, Peter J., et al.
Cyhoeddwyd: (2012)

Control charts for time series /
gan: Kramer, Holger.

Multivariate Tests for Time Series Models
gan: Lewis-Beck, Michael S.
Cyhoeddwyd: (2012)

Data Mining In Time Series Databases
gan: Last , M., et al.
Cyhoeddwyd: (2012)

Introduction to Modern Time Series Analysis
gan: Kirchgassner, G., et al.
Cyhoeddwyd: (2012)

Introductory Time Series with R
gan: Cowpertwait, Paul S.P
Cyhoeddwyd: (2009)

Nonlinear Time Series: Nonparametric and Parametric Methods
gan: Fan, Jianqing, et al.
Cyhoeddwyd: (2012)