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Time Series Data Analysis Using EViews

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Naturwissenschaften, Medizin, Informatik, Technik / Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik


Do you want to recognize the most suitable models for analysisof statistical data sets? This book provides a hands-on practical guide to using the mostsuitable models for analysis of statistical data sets using EViews- an interactive Windows-based computer software program forsophisticated data analysis, regression, and forecasting - todefine and test statistical hypotheses. Rich in examples and withan emphasis on how to develop acceptable statistical models, TimeSeries Data Analysis Using EViews is a perfect complement totheoretical books presenting statistical or econometric models fortime series data. The procedures introduced are easily extendibleto cross-section data sets. The author: * Provides step-by-step directions on how to apply EViewssoftware to time series data analysis * Offers guidance on how to develop and evaluate alternativeempirical models, permitting the most appropriate to be selectedwithout the need for computational formulae * Examines a variety of times series models, including continuousgrowth, discontinuous growth, seemingly causal, regression, ARCH,and GARCH as well as a general form of nonlinear time series andnonparametric models * Gives over 250 illustrative examples and notes based on theauthor's own empirical findings, allowing the advantages andlimitations of each model to be understood * Describes the theory behind the models in comprehensiveappendices * Provides supplementary information and data sets An essential tool for advanced undergraduate and graduatestudents taking finance or econometrics courses. Statistics, lifesciences, and social science students, as well as appliedresearchers, will also find this book an invaluable resource.

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Time Series, Statistik, Statistics for Finance, Business & Economics, Zeitreihen, Ökonometrie, Finanz- u. Wirtschaftsstatistik, Statistics, Zeitreihenanalyse