Ergebnisse für: Vector Autoregression

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Buch Cover Time Series Econometrics
In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by st...
Buch Cover Recent Developments in Bayesian Econometrics and Their Applications
The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts...
Buch Cover Time Series Econometrics
Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical appli...
Buch Cover Complex-Valued Econometrics with Examples in R
This book explores the application of complex variables to econometric modeling. Providing a thorough introduction to the theory of complex numbers, it extends these concepts to develop complex-valued models that enhance the accuracy and depth of economic forecasting and data analysis. From simple t...
Buch Cover Time Series Econometrics
In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by st...
Buch Cover Swiss Monetary Policy
In the last decades, the liquidity effect has been widely discussed in the economic literature. Most of the work done so far has been concentrated on the US scenario where researchers have made progress in studying this effect. The liquidity effect is an expression used in the context of monetary po...
Buch Cover Macro-econometric Analysis on Determinants of Fertility Behavior
The book comprises three chapters, with each chapter assigned various type data such as time series data, cross sectional data and panel data. The purpose of this book is to explore the economic and social determinant factors of fertility. Unlike many previous empirical analyses of fertility and the...
Buch Cover Complex-Valued Econometrics with Examples in R
This book explores the application of complex variables to econometric modeling. Providing a thorough introduction to the theory of complex numbers, it extends these concepts to develop complex-valued models that enhance the accuracy and depth of economic forecasting and data analysis. From simple t...
Buch Cover Recent Developments in Bayesian Econometrics and Their Applications
The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts...