Helmut Lütkepohl – författare
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16 produkter
Theory and Practice of Econometrics
Av George G. Judge, William E. Griffiths m. fl.
Inbunden, 1991
3975 kr
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This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric …
Handbook of Matrices
Häftad, 1997
1982 kr
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Matrices are used in many fields such as statistics, econometrics, mathematics, natural sciences and engineering. They provide a concise, simple method for describing long and complicated computations. This is a comprehensive handbook and dictionary of terms for matrix theory.
Applied Time Series Econometrics
Av Markus Kratzig, Helmut Lutkepohl
E-bok, 2004
756 kr
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Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the …
Applied Time Series Econometrics
Av Markus Kratzig, Helmut Lutkepohl
E-bok, 2004
756 kr
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Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the …
Structural Vector Autoregressive Analysis
Av Helmut Lutkepohl, Lutz Kilian
E-bok, 2017
1057 kr
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Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It …
Structural Vector Autoregressive Analysis
Av Helmut Lutkepohl, Lutz Kilian
E-bok, 2017
1068 kr
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Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It …
Forecasting Aggregated Vector ARMA Processes
Häftad, 1987
551 kr
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This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last …
New Introduction to Multiple Time Series Analysis
Häftad, 2006
1744 kr
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This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as …
New Introduction to Multiple Time Series Analysis
E-bok, 2005
2217 kr
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This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as …
New Introduction to Multiple Time Series Analysis
Inbunden, 2005
2473 kr
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This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as …
Introduction to Multiple Time Series Analysis
Häftad, 1993
568 kr
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This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space …
Forecasting Aggregated Vector ARMA Processes
E-bok, 2012
755 kr
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This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last …
Money Demand in Europe
Av Jurgen Wolters, Helmut Lutkepohl
E-bok, 2013
2174 kr
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In 1999 a number of member states of the European Union will adopt a common currency. This change in the monetary system requires that a Eur opean Central Bank is set up and a common monetary policy is pursued. There is general agreement among those countries which are likely to join the common …
Money Demand in Europe
Av Helmut Lütkepohl, Jürgen Wolters
Inbunden, 1999
1688 kr
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The volume gives an overview of money demand analysis in Europe in the eve of the introduction of the Euro in some European countries. It contributes to the discussion on a suitable monetary policy for the new European Central Bank. The alternative strategies under discussion are a direct inflation …
Money Demand in Europe
Av Helmut Lütkepohl, Jürgen Wolters
Häftad, 2010
1688 kr
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The volume gives an overview of money demand analysis in Europe in the eve of the introduction of the Euro in some European countries. It contributes to the discussion on a suitable monetary policy for the new European Central Bank. The alternative strategies under discussion are a direct inflation …
