- Applied Modelling Forecasting

Applied Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data.  The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.

This book is based on an earlier title Using Cointegration Analysis in Econometric Modelling by .  As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series.  Harris and Sollis have also incorporated as many of the latest techniques in the area as possible including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for cointegration; testing for super-exogeniety; seasonal cointegration in multivariate models; and approaches to structural macroeconomic modelling.  In addition, the discussion of certain topics, such as testing for unique vectors, has been simplified.

Get Applied Time Series Modelling & Forecasting or the other courses from the same one of these categories: , , , , , for free on Course Sharing.

Share Course Applied Time Series Modelling & Forecasting, Free Download Applied Time Series Modelling & Forecasting, Applied Time Series Modelling & Forecasting Torrent, Applied Time Series Modelling & Forecasting Download Free, Applied Time Series Modelling & Forecasting Discount, Applied Time Series Modelling & Forecasting Review, Richard Harris – Applied Time Series Modelling & Forecasting, Applied Time Series Modelling & Forecasting, Richard Harris.

Related Shares

SIGNIN


Please enter your credential to login