000 01346nam a2200253 a 4500
003 arcduce
005 20210917231700.0
008 111214s2004 uk_||||| |||| 00| 0 eng d
020 _a0521547873
040 _aarcduce
_carcduce
082 0 _a330.015195
245 0 0 _aApplied time series econometrics /
_cedited by Helmut Lütkepoht and Markus Krätzig.
260 _aCambridge :
_bCambridge University Press,
_c2004
300 _axxv, 323 p. :
_bil.
504 _aIncluye bibliografía.
505 0 _a1. 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.
650 4 _aSERIES TEMPORALES
650 4 _aANALISIS DE SERIES TEMPORALES
650 4 _aECONOMETRIA APLICADA
_914109
700 1 _aKrätzig, Markus,
_93076
_eed.
700 1 _93077
_aLütkepohl, Helmut,
_d1951-,
_eed.
942 _cLIBR
_j330.015195 L 48655
_2ddc
945 _aBEA
_d2011-12-11
999 _c17476
_d17476