Applied Time Series Econometrics by Helmut Lutkepohl
Look inside with Google Book Preview
Applied Time Series Econometrics
By Helmut Lutkepohl

Applied Time Series Econometrics

Edited by See other recent books by Helmut Lutkepohl See other recent books by Markus Kraetzig
Series edited by Peter C. B. Phillips See other recent books by Peter C. B. Phillips
Format: Paperback

Normal Price: $89.95
Your Price: $80.96 AUD, inc. GST
Shipping: $7.95 per order
You Save: $9.00! (10% off normal price)
Plus...earn $4.05 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply



Applied Time Series Econometrics by Helmut Lutkepohl

Book Description

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.

Buy Applied Time Series Econometrics book by Helmut Lutkepohl from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780521547871
ISBN-10: 0521547873
Format: Paperback
(228mm x 152mm x 20mm)
Pages: 352
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 4-Aug-2004
Country of Publication: United Kingdom

Other Editions...


Books By Author Helmut Lutkepohl

New Introduction to Multiple Time Series Analysis by Helmut Lutkepohl New Introduction to Multiple Time Series Analysis, Paperback (February 2006)

This is the new and totally revised edition of Lutkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting.

Applied Time Series Econometrics by Helmut Lutkepohl Applied Time Series Econometrics, Hardback (August 2004)

A demonstration of how time series econometrics can be used in economics and finance.

Handbook of Matrices by Helmut Lutkepohl Handbook of Matrices, Paperback (July 1996)

Matrices are used in many fields such as statistics, econometrics, mathematics, natural sciences and engineering. They provide a concise, simple method for describing long and complicated computations. This is a comprehensive handbook and dictionary of terms for matrix theory.

» View all books by Helmut Lutkepohl

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Applied Time Series Econometrics book by Helmut Lutkepohl and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Author Biography - Helmut Lutkepohl

Helmut Lutkepohl is Professor of Economics at the European University Institute in Florence, Italy. He is on leave from Humboldt University Berlin where he has been Professor of Econometrics in the Faculty of Economics and Business Administration since 1992. He had previously been Professor of Statistics at the University of Kiel (1987-1992) and the University of Hamburg (1985-1987) and was Visiting Assistant Professor at the University of California, San Diego (1984-85). Professor Lutkepohl is Associate Editor of Econometric Theory, the Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics and Econometric Reviewa. He has published extensively in learned journals and books and is author, co-author and editor of a number of books in econometrics and time series analysis. Professor Lutkepohl is the author of Introduction to Multiple Time Series Analysis (1991) and a Handbook of Matrices (1996). His current teaching and research interests include methodological issues related to the study of nonstationary, integrated time series and the analysis of the transmission mechanism of monetary policy in the Euro area. Markus Kratzig is a doctoral student in the Department of Economics at Humboldt University, Berlin.

Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Helmut Lutkepohl close
New Introduction to Multiple Time Series Analysis by Helmut Lutkepohl
Applied Time Series Econometrics by Helmut Lutkepohl
Handbook of Matrices by Helmut Lutkepohl
»
Recent books by Markus Kraetzig close
Applied Time Series Econometrics by Markus Kraetzig
Applied Time Series Econometrics by Markus Kraetzig
»
Recent books by Peter C. B. Phillips close
Matrix Algebra by Peter C. B. Phillips
Introduction to the Mathematical and Statistical Foundations of Econometrics by Peter C. B. Phillips
Applied Time Series Econometrics by Peter C. B. Phillips
Semiparametric Regression for the Applied Econometrician by Peter C. B. Phillips
Nonparametric Econometrics by Peter C. B. Phillips
Generalized Method of Moments Estimation by Peter C. B. Phillips
Generalized Method of Moments Estimation by Peter C. B. Phillips
Time Series and Dynamic Models by Peter C. B. Phillips
Statistics and Econometric Models by Peter C. B. Phillips
Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms by Peter C. B. Phillips
»
BoomerangBooks.com.au close