Overview
- Analyzes modern developments in time series analysis and their application to economic problems
- Introduces the fundamental concept of a stationary time series and the basic properties of covariance
- Helps students develop a deeper understanding of theory and better command of the models that are vital to the field
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Texts in Business and Economics (STBE)
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Table of contents (18 chapters)
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Univariate Time Series Analysis
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Multivariate Time Series Analysis
Keywords
About this book
Reviews
“The present monograph is a practical and comprehensive introduction to an area that lies at the core of econometrics. … It requires minimal prerequisites, and is almost surely accessible to senior undergraduate or beginning graduate students, and certainly to independent researchers … . I find this book to be a valuable addition to the monographic literature on time series.” (Giuseppe Castellacci, Mathematical Reviews, October, 2017)
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Time Series Econometrics
Authors: Klaus Neusser
Series Title: Springer Texts in Business and Economics
DOI: https://doi.org/10.1007/978-3-319-32862-1
Publisher: Springer Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: Springer Nature Switzerland AG 2016
Hardcover ISBN: 978-3-319-32861-4Published: 21 June 2016
Softcover ISBN: 978-3-319-81387-5Published: 30 May 2018
eBook ISBN: 978-3-319-32862-1Published: 14 June 2016
Series ISSN: 2192-4333
Series E-ISSN: 2192-4341
Edition Number: 1
Number of Pages: XXIV, 409
Number of Illustrations: 2 b/w illustrations, 64 illustrations in colour
Topics: Econometrics, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business, Management, Economics, Finance, Insurance