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- catalog abstract ""Applied Time Series Modelling and Forecasting has been written for students taking courses in financial economics and forecasting, applied time series, and econometrics at advanced undergraduate and postgraduate levels. It will also be useful for practitioners who wish to understand the application of time series modelling e.g. financial brokers."--Jacket.".
- catalog contributor b12862330.
- catalog contributor b12862331.
- catalog created "c2003.".
- catalog date "2003".
- catalog date "c2003.".
- catalog dateCopyrighted "c2003.".
- catalog description ""Applied Time Series Modelling and Forecasting has been written for students taking courses in financial economics and forecasting, applied time series, and econometrics at advanced undergraduate and postgraduate levels. It will also be useful for practitioners who wish to understand the application of time series modelling e.g. financial brokers."--Jacket.".
- catalog description "1. Introduction and Overview -- 2. Short- and Long-run Models -- 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 -- App. Cointegration Analysis Using the Johansen Technique: A Practitioner's Guide to PcGive 10.1.".
- catalog description "Includes bibliographical references (p. [285]-297) and index.".
- catalog extent "x, 302 p. :".
- catalog identifier "0470844434 (pbk. : alk. paper)".
- catalog issued "2003".
- catalog issued "c2003.".
- catalog language "eng".
- catalog publisher "Chichester, West Sussex, England ; Hoboken, NJ : J. Wiley,".
- catalog subject "519.5/5 21".
- catalog subject "QA280 .H375 2003".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "1. Introduction and Overview -- 2. Short- and Long-run Models -- 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 -- App. Cointegration Analysis Using the Johansen Technique: A Practitioner's Guide to PcGive 10.1.".
- catalog title "Applied time series modelling and forecasting / Richard Harris and Robert Sollis.".
- catalog type "text".