000			03072nam a22005417a 4500
001			sulb-eb0024223
003			BD-SySUS
005			20160413122430.0
007			cr nn 008mamaa
008			121009s2013 gw | s |||| 0|eng d
020			_a9783642334368 _9978-3-642-33436-8
024	7		_a10.1007/978-3-642-33436-8 _2doi
050		4	_aHB139-141
072		7	_aKCH _2bicssc
072		7	_aBUS021000 _2bisacsh
082	0	4	_a330.015195 _223
100	1		_aKirchgässner, Gebhard. _eauthor.
245	1	0	_aIntroduction to Modern Time Series Analysis _h[electronic resource] / _cby Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler.
250			_a2nd ed. 2013.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2013.
300			_aXII, 320 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aSpringer Texts in Business and Economics, _x2192-4333
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.  .
650		0	_aGame theory.
650		0	_aStatistics.
650		0	_aEconometrics.
650		0	_aMacroeconomics.
650	1	4	_aEconomics.
650	2	4	_aEconometrics.
650	2	4	_aStatistics for Business/Economics/Mathematical Finance/Insurance.
650	2	4	_aGame Theory, Economics, Social and Behav. Sciences.
650	2	4	_aMacroeconomics/Monetary Economics//Financial Economics.
700	1		_aWolters, Jürgen. _eauthor.
700	1		_aHassler, Uwe. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783642334351
830		0	_aSpringer Texts in Business and Economics, _x2192-4333
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-642-33436-8
912			_aZDB-2-SBE
942			_2Dewey Decimal Classification _ceBooks
999			_c46315 _d46315