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Introduction to Modern Time Series Analysis

Authors: Kirchgässner, Gebhard, Wolters, Jürgen

  • Presents recent and modern methods of time series econometrics
  • Combines methods with real world applications
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Buy this book

eBook $54.99
price for USA
  • ISBN 978-3-540-73291-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Reviews

From the reviews:

"This excellent textbook presents an introduction to the time series analysis. It provides a good source of information for graduate and master students in economics and statistics. It is a well-written and easy to read book, illustrated by 56 good examples. Also, many important references are listed at the end of each chapter." (Miroslav M. Ristic, Zentralblatt MATH, Vol. 1148, 2008)

"This book presents to beginners a readable and easily accessible introduction to modern developments in time series econometrics and financial time series with an emphasis on basic concepts and practical applications. The book is a textbook consisting of seven chapters … . the greatest merit of this textbook is that it enables readers to grasp the basic framework of time-series econometrics without relying on extensive reading." (Yuzo Hosoya, Mathematical Reviews, Issue 2009 k)


Table of contents (7 chapters)

  • Introduction and Basics

    Kirchgässner, Gebhard (et al.)

    Pages 1-25

  • Univariate Stationary Processes

    Kirchgässner, Gebhard (et al.)

    Pages 27-91

  • Granger Causality

    Kirchgässner, Gebhard (et al.)

    Pages 93-123

  • Vector Autoregressive Processes

    Kirchgässner, Gebhard (et al.)

    Pages 125-151

  • Nonstationary Processes

    Kirchgässner, Gebhard (et al.)

    Pages 153-198

Buy this book

eBook $54.99
price for USA
  • ISBN 978-3-540-73291-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Introduction to Modern Time Series Analysis
Authors
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-73291-4
DOI
10.1007/978-3-540-73291-4
Edition Number
1
Number of Pages
X, 274
Number of Illustrations and Tables
39 b/w illustrations
Topics