Time Series for Economics and Finance

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Sprache: Englisch

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Beschreibung

"Written for advanced undergraduate and graduate students in economics and finance, this textbook provides comprehensive training in time series analysis using modern techniques from data science. Core material is enhanced with topical examples and challenging exercises to reinforce key concepts"--

Über den Autor

Oliver Linton is Chair of the Faculty of Economics, a Fellow of Trinity College, and Professor of Political Economy at the University of Cambridge. He has published two books and nearly 200 hundred articles on econometrics, statistics, and empirical finance. He was President of the Society for Financial Econometrics from 2021 to 2023 and is a Fellow of the Econometric Society, the Institute of Mathematical Statistics, and the British Academy.

Inhaltsverzeichnis

Preface; 1 Introduction; 2. Stationarity and mixing; 3. Linear time series models; 4. Spectral analysis; 5. Inference under heterogeneity and weak dependence; 6. Nonstationary processed, trends and seasonality; 7. Multivariate linear time series; 8. Stae space models and Kalman filter; 9. Bayesian methods; 10. Nonlinear time series models; 11. Nonparametric methods and machine learning; 12. Continuous time processes; Bibliography; Index.

Details

Erscheinungsjahr:	2024
Fachbereich:	Allgemeines
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
ISBN-13:	9781009396264
ISBN-10:	1009396269
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Linton, Oliver
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	254 x 178 x 25 mm
Von/Mit:	Oliver Linton
Erscheinungsdatum:	19.12.2024
Gewicht:	0,848 kg