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Elements of Time Series Econometrics: an Applied Approach
Author: Alexandr Černý, Evžen Kočenda
7,20 €
Evžen Kočenda and Alexandr Černý's Elements of Time Series Econometrics: an Applied Approach connects econometric methods with their use in economic research. Readers can move from the properties of time series through single-variable modeling to systems of interconnected variables. Coverage ranges from basic techniques to more advanced procedures, including panel unit root tests.
The textbook's value lies in combining theoretical foundations, intuitive explanations, and references to specific applications. Research examples are associated particularly with economic transition and European integration. The text can support the study of methods and subsequent searches for literature on individual topics. It includes difference equations and appendices on simulations and statistical tables. Readers should consider its specialized mathematical character and English language. For the matching PDF ISBN, the publisher identifies the third edition; AudioSpace offers this specific electronic edition as a PDF. The supplier lists 220 pages. The title is particularly suited to students of econometrics and applied economic research.
Time series allow researchers to examine changes in economic variables, their own dynamics, and their relationships with one another. Kočenda and Černý organize the discussion around the methods needed for such analysis and connect them with applications. Five main parts lead from introductory data characteristics to univariate, multivariate, and panel approaches. The book can support systematic study and provide references for further reading. Key features of this product are its English language and PDF format, for which the publisher confirms the third edition.
Book information
- Author
- Evžen Kočenda, Alexandr Černý
- Publisher
- Karolinum
- Formát
- E-book
- Language
- English
- Genre
- Ekonometria
- ISBN
- 978-80-246-3199-8
- Publication date
- 1. January 2016
- Pages
- 220
- E-book formats
- PDF (ISBN 978-80-246-3198-1)
What is Elements of Time Series Econometrics: an Applied Approach about?
The first part introduces time series properties and processes. The second explains difference equations important for econometric modeling. This is followed by more extensive coverage of univariate series, including linear and nonlinear structures.
The next part addresses multiple time series and their interactions. The final main section covers panel data and unit root tests, also connected with questions of convergence. Appendices introduce simulation techniques and provide statistical tables.
Themes and motifs
Data dynamics
Beginning with the nature and properties of time series.
Econometric models
Covering single variables and interconnected series.
Applied research
Methods accompanied by references to economic applications.
Who is this book for?
For econometrics and economics students, and researchers working with time series who read English.
Otázky o knihe
What does the book cover?
The first part introduces time series properties and processes. The second explains difference equations important for econometric modeling. This is followed by more extensive coverage of univariate series, including linear and nonlinear structures.
What language is the eBook in?
The eBook is in English.
Which formats are available for this product?
The supplier lists PDF.
How many pages does this edition have?
The supplier lists 220 pages for this product.
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