The Resource Applied time series econometrics, edited by Helmut Lütkepohl, Markus Krätzig

Applied time series econometrics, edited by Helmut Lütkepohl, Markus Krätzig

Label
Applied time series econometrics
Title
Applied time series econometrics
Statement of responsibility
edited by Helmut Lütkepohl, Markus Krätzig
Contributor
Subject
Language
eng
Member of
Cataloging source
MERUC
Dewey number
330/.01/51955
Illustrations
illustrations
Index
index present
LC call number
HA30.3
LC item number
.A67 2004eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Themes in modern econometrics
Label
Applied time series econometrics, edited by Helmut Lütkepohl, Markus Krätzig
Publication
Bibliography note
Includes bibliographical references (pages 301-315) and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Initial tasks and overview ; Univariate time series analysis ; Vector autoregressive and vector error correction models / Helmut Lütkepohl -- Structural vector autoregressive modeling and impulse responses / Jörg Breitung, Ralf Brüggemann, and Helmut Lütkepohl -- Conditional heteroskedasticity / Helmut Herwartz -- Smooth transition regression modeling / Timo Teräsvirta -- Nonparametric time series modeling / Rolf Tschernig -- The software JMulTi / Markus Krätzig
Control code
ocn560240628
Dimensions
unknown
Extent
1 online resource (xxv, 323 pages)
Form of item
online
Isbn
9780511217395
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
ca023b65-b24a-4134-8dc9-e51f99c19171
http://library.link/vocab/recordID
.b35650540
Specific material designation
remote
System control number
  • (OCoLC)560240628
  • pebcs0511208448

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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