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008 020731r20052003enka f b 001|0|eng|d
010 _a2003050199
020 _a9780470844434 (pbk.) :
_c£24.95
020 _a0470844434 (pbk. : acidfree paper)
040 _aStDuBDS
_beng
_cStDuBDS
_dStDuBDSZ
_erda
042 _apcc
050 4 _aQA280
_b.H3 2005
072 7 _aMAT
_2ukslc
072 7 _aKCH
_2thema
072 7 _aKCJ
_2thema
072 7 _aKFF
_2thema
082 0 _a519.55 HAR
100 1 _aHarris, Richard I. D.,
_d1957-
_eauthor.
245 1 0 _aApplied time series modelling and forecasting /
_cRichard Harris and Robert Sollis.
260 _aChichester, West Sussex :
_bWiley,
_c2005.
300 _ax, 302 pages :
_billustrations (black and white) ;
_c25 cm
500 _aOriginally published: 2003.
504 _aIncludes bibliographical references and index.
505 0 _a1.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.
520 8 _aThis 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.
650 0 _aTime-series analysis.
650 7 _aMathematics.
_2ukslc
650 7 _aEconometrics & economic statistics
_2thema
650 7 _aEconomic forecasting
_2thema
650 7 _aFinance
_2thema
700 1 _aSollis, R.,
_eauthor.
700 1 _aSollis, R.
902 _a170814
907 _a.b10442467
_bmain
_c-
942 _n0
998 _b0
_c100513
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999 _c15517
_d15517