Time Series Econometrics: Learning Through Replication, Hardcover/John D. Levendis

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Preț: 850.99 Lei

Caracteristicile produsului Time Series Econometrics: Learning Through

• Brand: Springer
• Categoria: Foreign Books
• Magazin: elefant.ro
• Ultima actualizare: 21-12-2024 01:38:29

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Descriere magazin:
Description In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful. About the author John Levendis is an Associate Professor of Economics at Loyola University New Orleans, and is the Dr. John V. Connor Professor of Economics and Finance. Professor Levendis earned his Ph.D. in Economics from the University of Iowa. He has taught at Cornell College, the Economics University of Prague, the University of Iowa, and Southeastern Louisiana University. Mehmet F. Dicle is an Assistant Professor of Finance at Loyola University New Orleans, where he is also the Stanford H. Rosenthal Professor in Risk, Insurance, and Entrepreneurship. Professor Dicle earned his Ph.D. and M.S. in Financial Economics from the University of New Orleans, and his MBA from Yeditepe University.