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Unobserved Components and Time Series Econometrics

This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and;

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An Introduction to State Space Time Series Analysis

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural;

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Time Series Modelling with Unobserved Components

, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community. Time Series Modelling with Unobserved;

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Time Series Modelling with Unobserved Components

, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community. Time Series Modelling with Unobserved;

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Missing-Data Methods

- Missing Data Methods: Time-series Methods and Applications (Part B) The papers in this volume cover topics in the econometric approach to missing;

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Palgrave Handbook of Econometrics

history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics;

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Volatility and Time Series Econometrics

, financial econometrics and urban economics, along with historical perspectives related to field of time series econometrics more generally;

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Health Econometrics

, the presence of individual-level unobserved heterogeneity as well as time and cross sectional dependencies. This book covers a wide;

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Applied Time Series Econometrics

This book attempts to demystify time series econometrics so as to equip macroeconomic researchers focusing on Africa with solid but;

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Contributions to Financial Econometrics

This prestigious volume presents five state--of--the--art survey papers on time series econometrics, and a modern financial econometrics;

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Elements of Time Series Econometrics: An Applied Approach - Third Edition

A time series is a sequence of numbers collected at regular intervals over a period of time. Designed with emphasis on the practical;

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Time Series Econometrics

This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and;

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Estimates of Stochastic Processes with Stationary Increments and Cointegrated Sequences

, seasonal time series and a class of cointegrated sequences. Furthermore, this book presents solutions to extrapolation (forecast;

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Gretl - Gnu Regression, Econometrics and Time-series Library

Gretl is an econometrics package, including a shared library, a command-line client program and a graphical user interface. This book is a;

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Modern Econometrics

of cointegration techniques has enabled econometricians to deal with the problems of spurious regression and non-stationary time series. Parallel to this;

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Modeling Financial Time Series with S-Plus

first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance;

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Selected Topics in Applied Econometrics

This book aims to bring together studies using different data types (panel data, cross-sectional data and time series data) and different;

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Applied Time Series Modelling and Forecasting

This book covers time series modeling and forecasting for econometrics and finance students. This new edition has been simplified for more;

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Applied Time Series Econometrics

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied;

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Applied Time Series Econometrics

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied;

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Introduction to Applied Econometrics (with CD-ROM)

INTRODUCTION TO APPLIED ECONOMETRICS puts the "econ" back in econometrics by integrating classic empirical examples and applications into;

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Time Series Econometrics Analysis

main principles of time series models and show how they can be used to understand the process of macroeconomic variables and the way they;

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Modeling and Forecasting Primary Commodity Prices

structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant;

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Modeling and Forecasting Primary Commodity Prices

structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant;

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Financial Econometrics Using Stata

, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk;

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Financial Econometrics, Mathematics and Statistics

four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses;

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Long-Run Economic Relationships

. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The;

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