Applied time series modelling and forecasting / Richard Harris and Robert Sollis.
Material type: TextPublication details: Chichester, West Sussex : Wiley, 2005.Description: x, 302 pages : illustrations (black and white) ; 25 cmISBN:- 9780470844434 (pbk.) :
- 0470844434 (pbk. : acidfree paper)
- 519.55 HAR
- QA280 .H3 2005
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.