This book focuses on time series econometrics with applications in macroeconomics. The text shows how to formulate time series models, carry out forecasting and.structural analyses, and work with stationary and nonstationary data alike..Univariate and multivariate models are covered, as are methods for breaking.down time series data into trends and cycles. The book is filled with practical applications using macroeconomic time series, and MATLAB code accompanies all examples. Simple Monte Carlo simulations are explained and used to illustrate important concepts. The book should be easily accessible for graduate students with one or more.courses in statistics and regression analysis, but who have never been introduced to time series analysis before. Applied researcher and analysts in business, governmental institutions and academia may benefit from the book as it provides examples and tools relevant for their tasks. NOTE: Do you live abroad and want to buy the book? Please send an e-mail to kundeservice@gyldendal.no. The info below is needed to purchase, so please have your information ready and write it in the e-mail order. Material number (ISBN), number of books, delivery address, invoice address and person to contact.
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Produktdetaljer

ISBN
9788205520851
Publisert
2021
Utgave
1. utgave
Utgiver
Vendor
Gyldendal akademisk
Språk
Product language
Norsk
Format
Product format
Digital bok