- Retrait en 2 heures
- Assortiment impressionnant
- Paiement sécurisé
- Toujours un magasin près de chez vous
- Retrait en 2 heures
- Assortiment impressionnant
- Paiement sécurisé
- Toujours un magasin près de chez vous
Séries : livres de la série Advanced Texts in Econometrics
-
The Cointegrated VAR Model
Katarina Juselius
- Livre broché | Anglais | Advanced Texts in Econometrics
- This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properti... Savoir plus
154,95 €154,95 € -
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Luc Bauwens, Michel Lubrano, Jean Francois Richard
- Livre relié | Anglais | Advanced Texts in Econometrics
- This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I... Savoir plus
426,95 €426,95 € -
Periodic Time Series Models
Philip Hans Franses, Richard Paap
- Livre relié | Anglais | Advanced Texts in Econometrics
- An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent development... Savoir plus
306,45 €306,45 € -
Modelling Nonlinear Economic Relationships
Timo Terasvirta, Timo Teräsvirta
- Livre broché | Anglais | Advanced Texts in Econometrics
- This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships betwee... Savoir plus
125,95 €125,95 € -
Time-Series-Based Econometrics 'Unit Roots and Cointegration'
Michio Hatanaka
- Livre broché | Anglais | Advanced Texts in Econometrics
- In the last decade, there have been rapid and enormous developments in the field of unit roots and cointegration, but this progress has taken divergen... Savoir plus
209,45 €209,45 € -
Stochastic Volatility
- Livre broché | Anglais | Advanced Texts in Econometrics
- Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover ... Savoir plus
133,95 €133,95 € -
Workbook on Cointegration
Peter Reinhard Hansen, Soren Johansen, S?ren Johansen
- Livre relié | Anglais | Advanced Texts in Econometrics
- This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together wi... Savoir plus
314,45 €314,45 € -
Modelling Nonlinear Economic Time Series
Timo Terasvirta, Dag Tjostheim, Clive W J Granger
- Livre broché | Anglais | Advanced Texts in Econometrics
- A comprehensive assessment of many recent developments in the modelling of time series, this text introduces various nonlinear models and discusses th... Savoir plus
135,45 €135,45 € -
The Econometrics of Macroeconomic Modelling
Gunnar Bardsen, Eilev S Jansen, Oyvind Eitrheim
- Livre broché | Anglais | Advanced Texts in Econometrics
- This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changin... Savoir plus
127,45 €127,45 € -
Panel Data Econometrics
Manuel (, Professor of Econometrics, CEMFI, Madrid) Arellano
- Livre relié | Advanced Texts in Econometrics
- Written by one of a leading expert on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with stati... Savoir plus
264,45 €264,45 € -
Generalized Method of Moments
Alastair R. (North Carolina State University) Hall
- Livre relié | Advanced Texts in Econometrics
- Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides a... Savoir plus
318,95 €318,95 € -
Modelling Economic Series
- Livre broché | Advanced Texts in Econometrics
- This collection of essays on applied econometrics has been designed specifically for graduate students. It aims to demonstrate how to evaluate the val... Savoir plus
67,45 €67,45 € -
Micro-Econometrics for Policy, Program, and Treatment Effects
Myoung-Jae Lee
- Livre broché | Anglais | Advanced Texts in Econometrics
- This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the 'effects' of a 'treatment, ' such a... Savoir plus
157,95 €157,95 € -
Nonstationary Time Series Analysis and Cointegration
- Livre broché | Anglais | Advanced Texts in Econometrics
- This collection of papers explores the major developments in the analysis of non-stationary time series and cointegration. It provides comprehensive c... Savoir plus
133,95 €133,95 € -
Modelling Seasonality 'Advance Texts in Econometrics '
- Livre broché | Anglais | Advanced Texts in Econometrics
- This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical too... Savoir plus
225,95 €225,95 € -
Volatility and Time Series Econometrics
- Livre relié | Anglais | Advanced Texts in Econometrics
- Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contribu... Savoir plus
298,45 €298,45 € -
Readings in Unobserved Components Models
- Livre broché | Anglais | Advanced Texts in Econometrics
- This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the metho... Savoir plus
141,95 €141,95 € -
Workbook on Cointegration 'Advanceed Texts in Economics '
Peter Reinhard Hansen, Soren Johansen, S?ren Johansen
- Livre broché | Anglais | Advanced Texts in Econometrics
- This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together wi... Savoir plus
119,45 €119,45 € -
The Econometrics of Macroeconomic Modelling
Gunnar Bardsen, Eilev S Jansen, Oyvind Eitrheim
- Livre relié | Anglais | Advanced Texts in Econometrics
- This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changin... Savoir plus
330,45 €330,45 € -
Dynamic Econometrics
David F. (Leverhulme Personal, Leverhulme Personal, Research Pro
- Livre broché | Advanced Texts in Econometrics
- In a systematic and lucid style of econometric modelling of economic time series data, this text presents and analyses methodological issues, theoreti... Savoir plus
184,95 €184,95 € -
Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Anindya Banerjee, J W Galbraith, David Hendry
- Livre broché | Anglais | Advanced Texts in Econometrics
- This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects ... Savoir plus
125,95 €125,95 € -
Long-Run Economic Relations
- Livre broché | Anglais | Advanced Texts in Econometrics
- In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run compon... Savoir plus
177,45 €177,45 € -
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Søren Johansen
- Livre broché | Anglais | Advanced Texts in Econometrics
- In this book, Professor Johansen, a leading statistician working in econometrics, gives a detailed mathematical and statistical analysis of the cointe... Savoir plus
112,45 €112,45 € -
Periodic Time Series Models
Philip Hans Franses, Richard Paap
- Livre broché | Anglais | Advanced Texts in Econometrics
- An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent development... Savoir plus
133,95 €133,95 €