Applied Time Series Econometrics
by Helmut Lütkepohl (Editor)Markus Krätzig (Editor)Peter C. B. Phillips (Contribution by)Christian Gourieroux (Contribution by)Michael Wickens (Contribution by)Eric Ghysels (Contribution by)Richard J. Smith (Contribution by)
Format: Paperback
ISBN13: 9780521547871
Paperback|9780521547871
✨ Featured Offer
Brand New
$59.44
List Price: $53.99
🚚
See all 5 offers from $15.50 FREE standard delivery by: 02 Apr 2026
Overview
Time 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.
| ISBN-13 | 9780521547871 |
|---|---|
| ISBN-10 | 0521547873 |
| Weight | 1.08 Pounds |
| Dimensions | 6.00 x 0.88 x 9.00 In |
| List Price | $53.99 |
| Edition | 1st Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | 352 pages |
| Publisher | Cambridge University Press |
| Published On | 2004-08-04 |
View All Offers
Sort by:
Price
Condition
Seller
Seller Comments
Price
Used, Good
Seller details
Giant Giant
Reston, VA, USA
Size: 6x0x9; Good condition. No marking/highlighting. Cover and pages may show some wear. Not Sati...
Free delivery by: 02 Apr 2026
Used, Good
Seller details
Bookmans
Tucson, AZ, USA
Satisfaction 100% guaranteed.
Free delivery by: 02 Apr 2026
✨ Brand New
Seller details
Alibris
Sparks, NV, USA
Print on demand Trade paperback (US). Contains: Line drawings, Tables. Themes in Modern Econometric...
Free delivery by: 02 Apr 2026
Used, Good
Seller details
Bonita
Santa Clarita, CA, USA
Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Free delivery by: 02 Apr 2026
Brand New
Seller details
Bonita
Santa Clarita, CA, USA
Free delivery by: 02 Apr 2026