gogo
Amazon cover image
Image from Amazon.com

Applied time series modelling and forecasting / Richard Harris and Robert Sollis.

By: Contributor(s): Material type: TextTextPublication details: Chichester, West Sussex : Wiley, 2005.Description: x, 302 pages : illustrations (black and white) ; 25 cmISBN:
  • 9780470844434 (pbk.) :
  • 0470844434 (pbk. : acidfree paper)
Subject(s): DDC classification:
  • 519.55 HAR
LOC classification:
  • QA280 .H3 2005
Contents:
1.Introduction and overview -- 2.Short- and long-run modesl -- 3.Testing for unit roots -- 4.Cointegration in single equations -- 5.Cointegration in multivariate systems -- 6.Modelling the short-run multivariate system -- 7.Panel data models and cointegration -- 8.Modelling and forecasting financial times series.
Summary: This text covers time series modelling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 519.55 HAR (Browse shelf(Opens below)) 1 Available 00211130

Originally published: 2003.

Includes bibliographical references and index.

1.Introduction and overview -- 2.Short- and long-run modesl -- 3.Testing for unit roots -- 4.Cointegration in single equations -- 5.Cointegration in multivariate systems -- 6.Modelling the short-run multivariate system -- 7.Panel data models and cointegration -- 8.Modelling and forecasting financial times series.

This text covers time series modelling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions.

Powered by Koha