| 000 | 03476nam a22005535i 4500 | ||
|---|---|---|---|
| 001 | 978-0-387-75967-8 | ||
| 003 | DE-He213 | ||
| 005 | 20181204133001.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2008 xxu| s |||| 0|eng d | ||
| 020 |
_a9780387759678 _9978-0-387-75967-8 |
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| 024 | 7 |
_a10.1007/978-0-387-75967-8 _2doi |
|
| 040 | _aISI Library, Kolkata | ||
| 050 | 4 | _aHB139-141 | |
| 072 | 7 |
_aKCH _2bicssc |
|
| 072 | 7 |
_aBUS021000 _2bisacsh |
|
| 072 | 7 |
_aKCH _2thema |
|
| 082 | 0 | 4 |
_a330.015195 _223 |
| 100 | 1 |
_aPfaff, Bernhard. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
| 245 | 1 | 0 |
_aAnalysis of Integrated and Cointegrated Time Series with R _h[electronic resource] / _cby Bernhard Pfaff. |
| 246 | 3 | _aR-code for examples in the book | |
| 250 | _a2. | ||
| 264 | 1 |
_aNew York, NY : _bSpringer New York, _c2008. |
|
| 300 |
_aXX, 190 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
||
| 490 | 1 |
_aUse R!, _x2197-5736 |
|
| 505 | 0 | _aTheoretical Concepts -- Univariate Analysis of Stationary Time Series -- Multivariate Analysis of Stationary Time Series -- Non-stationary Time Series -- Cointegration -- Unit Root Tests -- Testing for the Order of Integration -- Further Considerations -- Cointegration -- Single-Equation Methods -- Multiple-Equation Methods. | |
| 520 | _aThe analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. This book not only introduces the reader to this topic but enables him to conduct the various unit root tests and co-integration methods on his own by utilizing the free statistical programming environment R. The book encompasses seasonal unit roots, fractional integration, coping with structural breaks, and multivariate time series models. The book is enriched by numerous programming examples to artificial and real data so that it is ideally suited as an accompanying text book to computer lab classes. The second edition adds a discussion of vector auto-regressive, structural vector auto-regressive, and structural vector error-correction models. To analyze the interactions between the investigated variables, further impulse response function and forecast error variance decompositions are introduced as well as forecasting. The author explains how these model types relate to each other. | ||
| 650 | 0 | _aEconometrics. | |
| 650 | 0 | _aMathematical statistics. | |
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 0 | _aComputer science. | |
| 650 | 1 | 4 |
_aEconometrics. _0http://scigraph.springernature.com/things/product-market-codes/W29010 |
| 650 | 2 | 4 |
_aStatistical Theory and Methods. _0http://scigraph.springernature.com/things/product-market-codes/S11001 |
| 650 | 2 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 | 2 | 4 |
_aProbability and Statistics in Computer Science. _0http://scigraph.springernature.com/things/product-market-codes/I17036 |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9780387567570 |
| 776 | 0 | 8 |
_iPrinted edition: _z9780387759661 |
| 830 | 0 |
_aUse R!, _x2197-5736 |
|
| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-0-387-75967-8 |
| 912 | _aZDB-2-SMA | ||
| 942 | _cEB | ||
| 950 | _aMathematics and Statistics (Springer-11649) | ||
| 999 |
_c425749 _d425749 |
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