TY  - BOOK
AU  - Krätzig,Markus
AU  - Lütkepohl,Helmut
TI  - Applied time series econometrics
SN  - 0521547873
U1  - 330.015195 
PY  - 2004///
CY  - Cambridge
PB  - Cambridge University Press
KW  - SERIES TEMPORALES
KW  - ANALISIS DE SERIES TEMPORALES
KW  - ECONOMETRIA APLICADA
N1  - Incluye bibliografía; 1. Initial tasks and overview / Helmut Lütkepohl -- 2. Univariate time series analysis / Helmut Lütkepohl -- 3. Vector autoregressive and vector error correction models / Helmut Lütkepohl -- 4. Structural vector autoregressive modeling and impulse responses / Jr̲g Breitung, Ralf Brüggemann, and Helmut Lütkepohl -- 5. Conditional heteroskedasticity / Helmut Herwartz -- 6. Smooth transition regression modeling / Timo Ters̃virta -- 7. Nonparametric time series modeling / Rolf Tschernig -- 8. The software JMulti / markus Krätzig
ER  -