Applied time series econometrics /

Bibliographic Details
Other Authors: Krätzig, Markus (ed.), Lütkepohl, Helmut, 1951- (ed.)
Format: Book
Language:English
Published: Cambridge : Cambridge University Press, 2004
Subjects:

MARC

LEADER 00000nam a2200000 a 4500
003 arcduce
005 20210917231700.0
008 111214s2004 uk_||||| |||| 00| 0 eng d
020 |a 0521547873 
040 |a arcduce  |c arcduce 
082 0 |a 330.015195 
245 0 0 |a Applied time series econometrics /  |c edited by Helmut Lütkepoht and Markus Krätzig. 
260 |a Cambridge :  |b Cambridge University Press,  |c 2004 
300 |a xxv, 323 p. :  |b il. 
504 |a Incluye bibliografía. 
505 0 |a 1. Initial tasks and overview / Helmut Lütkepohl -- 2. Univariate time series analysis / Helmut Lütkepohl -- 3. Vector autoregressive and vector error correction models / Helmut Lütkepohl -- 4. Structural vector autoregressive modeling and impulse responses / Jr̲g Breitung, Ralf Brüggemann, and Helmut Lütkepohl -- 5. Conditional heteroskedasticity / Helmut Herwartz -- 6. Smooth transition regression modeling / Timo Ters̃virta -- 7. Nonparametric time series modeling / Rolf Tschernig -- 8. The software JMulti / markus Krätzig. 
650 4 |a SERIES TEMPORALES  
650 4 |a ANALISIS DE SERIES TEMPORALES  
650 4 |a ECONOMETRIA APLICADA  |9 14109 
700 1 |a Krätzig, Markus,  |9 3076  |e ed. 
700 1 |9 3077  |a Lütkepohl, Helmut,  |d 1951-,  |e ed. 
942 |c LIBR  |j 330.015195 L 48655  |2 ddc 
945 |a BEA  |d 2011-12-11 
952 |0 0  |1 0  |4 0  |6 330_015195000000000_L_48655  |7 0  |9 21811  |a BMB  |b BMB  |d 2010-01-01  |l 24  |m 1  |o 330.015195 L 48655  |p 48655  |r 2021-09-20 00:00:00  |s 2021-09-10  |u 19454  |w 2010-08-26  |y LIBR 
999 |c 17476  |d 17476