Time series econometrics (Record no. 10373)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03298nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251023111030.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 251023b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031888373 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Item number | NES |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Neusser, Klaus |
| 245 ## - TITLE STATEMENT | |
| Title | Time series econometrics |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Switzerland |
| Name of publisher, distributor, etc. | Springer |
| Date of publication, distribution, etc. | 2025 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 429p. |
| 365 ## - TRADE PRICE | |
| Price type code | EUR |
| Price amount | 99.99 |
| 490 ## - SERIES STATEMENT | |
| Series statement | Springer Text in Business and Economics |
| 500 ## - GENERAL NOTE | |
| General note | Front Matter<br/>Pages i-xxiii<br/>Download chapter PDF <br/>Univariate Time Series Analysis<br/>Front Matter<br/>Pages 1-1<br/>Download chapter PDF <br/>Introduction and Basic Theoretical Concepts<br/>Klaus Neusser<br/>Pages 3-22<br/>Autoregressive Moving-Average Processes<br/>Klaus Neusser<br/>Pages 23-42<br/>Forecasting Stationary Processes<br/>Klaus Neusser<br/>Pages 43-65<br/>Estimation of the Expected Value and the Autocorrelation Function of a Stationary Stochastic Processes<br/>Klaus Neusser<br/>Pages 67-86<br/>Modeling Stationary ARMA Processes<br/>Klaus Neusser<br/>Pages 87-106<br/>Spectral Analysis and Linear Filters<br/>Klaus Neusser<br/>Pages 107-132<br/>Integrated Processes<br/>Klaus Neusser<br/>Pages 133-169<br/>Models of Volatility<br/>Klaus Neusser<br/>Pages 171-195<br/>Multivariate Time Series Analysis<br/>Front Matter<br/>Pages 197-197<br/>Download chapter PDF <br/>Synopsis on Empirical Macroeconomic Research<br/>Klaus Neusser<br/>Pages 199-201<br/>Definitions and Stationarity<br/>Klaus Neusser<br/>Pages 203-208<br/>Estimation of Mean and Covariance Function<br/>Klaus Neusser<br/>Pages 209-217<br/>Vector Autoregressive Moving-Average Processes<br/>Klaus Neusser<br/>Pages 219-229<br/>Estimation of Vector Autoregressive Models<br/>Klaus Neusser<br/>Pages 231-247 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and its relation to the basic properties of covariance funtions, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting as well as regressions models and presenting standard statistical tests. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text is devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. The exposition finally connects to recent developments in the field. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students. (https://link.springer.com/book/10.1007/978-3-031-88838-0) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
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| Dewey Decimal Classification | Public Policy & General Management | COR/IN/26/6559 | 30-09-2025 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 10/12/2025 | CBS Publishers & Distributors Pvt. Ltd. | 6869.16 | 330.015195 NES | 009158 | 10/12/2025 | 1 | 10567.94 | 10/12/2025 | Book |