Applied Time Series Econometrics

Applied Time Series Econometrics

Book - 2004
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Cambridge Univ Pr
A demonstration of how time series econometrics can be used in economics and finance.
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.

Publisher: Cambridge, UK ; New York : Cambridge University Press, 2004
ISBN: 9780521839198
052183919X
9780521547871
0521547873
Branch Call Number: 330.01 APPLI
Characteristics: xxv, 323 pages : illustrations ; 24 cm

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