cam a22 2 4500 555293688 CHVBK 20201009215615.0 cr nn|008mamaa 190131s2018 xx ||||-s---- 0 0|eng-d 978-3-319-98282-3 ebook 10.1007/978-3-319-98282-3 doi (OCoLC)1085386965 (IDSSG)001032349 Springer ger SzZuIDS HSG HB139-141 330.015195 23 DEAGI4309F3D0CB9F2D0FC1258396005E4956 iCapture Levendis John D. Verfasser aut http://id aut Time Series Econometrics Learning Through Replication by John D. Levendis Cham Springer International Publishing 2018 1 Online-Ressource (XIII, 409 S. 402 illus.) Text txt rdacontent/ger Computermedien c rdamedia/ger Online-Ressource cr rdacarrier/ger text file PDF rda Springer Texts in Business and Economics 2192-4333 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. Econometrics Statistics Macroeconomics Printed edition 9783319982830 https://doi.org/10.1007/978-3-319-98282-3 Full text for the University of St. Gallen BK020053 XK020053 XK020000 noalma ids I IDSSG HSG HSG ONL HONL001032349 IDSSG 100 1- Levendis John D. Verfasser aut http://id aut IDSSG 490 1- Springer Texts in Business and Economics 2192-4333 IDSSG 776 08 Printed edition 9783319982830 IDSSG 856 40 https://doi.org/10.1007/978-3-319-98282-3 Full text for the University of St. Gallen SWISSBIB 555293688