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| 008 | 150903s2007 gw | o |||| 0|eng d | ||
| 020 |
_a9783540732914 _99783540732914 |
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| 024 | 7 |
_a10.1007/9783540732914 _2doi |
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| 035 | _avtls000350537 | ||
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_a201509030418 _bVLOAD _c201405050352 _dVLOAD _y201402171059 _zstaff |
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_aMX-SnUAN _bspa _cMX-SnUAN _erda |
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| 050 | 4 | _aHB139-141 | |
| 100 | 1 |
_aKirchgässner, Gebhard. _eautor _9304334 |
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| 245 | 1 | 0 |
_aIntroduction to Modern Time Series Analysis / _cby Gebhard Kirchgässner, Jürgen Wolters. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2007. |
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| 300 | _brecurso en línea. | ||
| 336 |
_atexto _btxt _2rdacontent |
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| 337 |
_acomputadora _bc _2rdamedia |
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| 338 |
_arecurso en línea _bcr _2rdacarrier |
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| 347 |
_aarchivo de texto _bPDF _2rda |
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| 500 | _aSpringer eBooks | ||
| 505 | 0 | _aand Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Autoregressive Conditional Heteroskedasticity. | |
| 520 | _aThis book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series Granger causality tests and vector autoregressive models are presented. For real applied work the modelling of nonstationary uni- or multivariate time series is most important. Therefore, unit root and cointegration analysis as well as vector error correction models play a central part. Modelling volatilities of financial time series with autoregressive conditional heteroskedastic models is also treated. | ||
| 590 | _aPara consulta fuera de la UANL se requiere clave de acceso remoto. | ||
| 700 | 1 |
_aWolters, Jürgen. _eautor _9333325 |
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| 710 | 2 |
_aSpringerLink (Servicio en línea) _9299170 |
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| 776 | 0 | 8 |
_iEdición impresa: _z9783540732907 |
| 856 | 4 | 0 |
_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-540-73291-4 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL) |
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