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Introduction to time series using Stata

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Verfasser: Suche nach diesem Verfasser Becketti, Sean
Verfasserangabe: Sean Becketti
Jahr: 2013
Verlag: College Station, Stata Press
Mediengruppe: Bücher
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Zweigstelle: HdBA Schwerin Standorte: S 09.02.04 a Bec / Handapparat / Vorbestellung über Bibliothek möglich Status: Entliehen Vorbestellungen: 0 Frist: 28.06.2024 Barcode: 122856

Inhalt

Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques from the incredibly simple to the quite complex and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world." (Quelle: www.amazon.de)

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Verfasser: Suche nach diesem Verfasser Becketti, Sean
Verfasserangabe: Sean Becketti
Jahr: 2013
Verlag: College Station, Stata Press
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Systematik: Suche nach dieser Systematik 09.02.04
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ISBN: 978-1-597-18132-7
2. ISBN: 1-597-18132-3
Beschreibung: 1. ed., XXV, 443 S. : graph. Darst.
Schlagwörter: Stata; Zeitreihe; Zeitreihenanalyse
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Sprache: Englisch
Fußnote: Literaturangaben
Mediengruppe: Bücher