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Applied Time Series Econometrics

Applied Time Series Econometrics

Paperback

Series: Themes in Modern Econometrics

Economics

ISBN10: 0521547873
ISBN13: 9780521547871
Publisher: Cambridge University Press
Published: Aug 4 2004
Pages: 352
Weight: 1.08
Height: 0.79 Width: 6.04 Depth: 9.02
Language: English
Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied.

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Economics