000			02824nam a22004095i 4500
001			306213
003			MX-SnUAN
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007			cr nn 008mamaa
008			150903s2013 gw | o |||| 0|eng d
020			_a9783642334368 _99783642334368
024	7		_a10.1007/9783642334368 _2doi
035			_avtls000360229
039		9	_a201509030602 _bVLOAD _c201405070256 _dVLOAD _y201402201427 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aHB139-141
100	1		_aKirchgässner, Gebhard. _eautor _9304334
245	1	0	_aIntroduction to Modern Time Series Analysis / _cby Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler.
250			_a2nd ed. 2013.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2013.
300			_axii, 319 páginas 42 ilustraciones _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aSpringer Texts in Business and Economics, _x2192-4333
500			_aSpringer eBooks
505	0		_aIntroduction and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Nonstationary Panel Data -- Autoregressive Conditional Heteroscedasticity.
520			_aThis book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of 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 autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive 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
700	1		_aHassler, Uwe. _eautor _9345418
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783642334351
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-642-33436-8 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c306213 _d306213