This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.
Co-authored by an experimentalist (Klaus M3ller-Dethlefs ) and theoretician (Pavel Hobza), the aim of this book is to provide a general introduction into the science behind non-covalent interactions and molecular complexes using some important experimental and theoretical methods and approaches.
Co-authored by an experimentalist (Klaus M3ller-Dethlefs ) and theoretician (Pavel Hobza), the aim of this book is to provide a general introduction into the science behind non-covalent interactions and molecular complexes using some important experimental and theoretical methods and approaches.
today, the name RKW Architektur + Städtebau evokes two hundred architects whose work never fails to convince. The reason does not lie in the narrowly defined architectural language of individual leaders of the firm. More than in any other firm, the various teams are given generous latitude for independent initiative. Thus, this documentation of the last ten years, with cross - references to the development of this unique partnership since 1950, doesn’t just present sixty - five structures and projects from an internationally sought - after firm. On the contrary, in its search for the secret of the firm’s success, it looks behind the scenes in numerous interviews and essays. The works considered range from the research facilities for AUDI, the new sciences campus of RWTH Aachen University, and the corporate headquarters of Vodafone, Debitel, and Arag to urban revitalization projects, residential buildings, schools, sports halls, railroad stations, city halls, banks, urban office buildings and shopping centers, and the stadium for the 2012 European Soccer Championship in Gdansk.
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