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Elements of Time Series Econometrics: An Applied Approach [Paperback]

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Item description for Elements of Time Series Econometrics: An Applied Approach by Evzen Kocenda & Alexander Cerny...

This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretical tools. Accordingly, material is presented in a way that is easy to understand. In many cases, intuitive explanation and understanding of the studied phenomena are offered. Essential concepts are illustrated by clear-cut examples. The attention of readers is drawn to numerous applied works where the use of specific techniques is best illustrated. Such applications are chiefly connected with issues of recent economic transition and European integration. The outlined style of presentation makes the book also a rich source of references.


The text is divided into four major sections. The first section, "The Nature of Time Series," gives an introduction to time series analysis. The second section, "Difference Equations," describes briefly the theory of difference equations, with an emphasis on results that are important for time series econometrics. The third section, "Univariate Time Series," presents the methods commonly used in univariate time series analysis, the analysis of time series of one single variable. The fourth section, "Multiple Time Series," deals with time series models of multiple interrelated variables. Appendices contain an introduction to simulation techniques and statistical tables.

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Item Specifications...

Pages   226
Est. Packaging Dimensions:   Length: 0.5" Width: 5.75" Height: 8"
Weight:   0.65 lbs.
Binding  Softcover
Release Date   Oct 1, 2007
Publisher   Karolinum Press, Charles University
ISBN  8024613700  
ISBN13  9788024613703  

Availability  0 units.

More About Evzen Kocenda & Alexander Cerny

Register your artisan biography and upload your photo! Evzen Kocenda is a senior researcher at the Economics Institute of the Academy of Science of the Czech Republic.

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Product Categories

1Books > Subjects > Business & Investing > Economics > Econometrics
2Books > Subjects > Business & Investing > General

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