29.0%OFF
Download App
| >> | LShop | >> | Book | >> | Economics, Finance, ... | >> | Finance & Accounting | >> | Analysis Of Integrat... |
29.0%OFF
Analysis of Integrated and Cointegrated Time Series with R (Use R)
-
ISBN
:
9780387279596
-
Publisher
:
Springer
-
Subject
:
Finance & Accounting, Mathematics, Economics
-
Binding
:
PAPERBACK
-
Pages
:
139
-
Year
:
2005
₹
3747.0
29.0% OFF
₹
2660.0
2660.0
Buy Now
Shipping charges are applicable for books below Rs. 101.0
View DetailsEstimated Shipping Time : 5-7 Business Days
View Details
-
Description
The 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.
Related Items
-
of
-
OFFER
The Accidental Theorist And Other Dispatches from the Dismal Science New Ed Edition
Paul Krugman
Starts At
2661.0
2772.0
4% OFF
-
OFFER
Derivatives Simplified: An Introduction to Risk Management
P. Bhaskar
Starts At
376.0
495.0
24% OFF
-
OFFER
Unfinished Symphony: A Tribute to the Alumni of Bishop Cotton Boys' School Bangalore
Aditya Sondhi
Starts At
215.0
250.0
14% OFF
