Authors:
- Presents recent and modern methods of time series econometrics
- Combines methods with real world applications
- Includes supplementary material: sn.pub/extras
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (7 chapters)
-
Front Matter
-
Back Matter
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)
Authors and Affiliations
-
SIAW-HSG, University of St. Gallen, St. Gallen, Switzerland
Gebhard Kirchgässner
-
Institute for Statistics and Econometrics, Freie Universität Berlin, Berlin, Germany
Jürgen Wolters
Bibliographic Information
Book Title: Introduction to Modern Time Series Analysis
Authors: Gebhard Kirchgässner, Jürgen Wolters
DOI: https://doi.org/10.1007/978-3-540-73291-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2007
eBook ISBN: 978-3-540-73291-4Published: 17 August 2007
Edition Number: 1
Number of Pages: X, 274
Number of Illustrations: 39 b/w illustrations
Topics: Econometrics, Statistics for Business, Management, Economics, Finance, Insurance