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Hardcover • 2014 • English • 2. edition
By Hilde C. Bjørnland, Leif Anders Thorsrud
1 Ratings • 5.0 of 5
About the book
The text shows how to formulate time series models, carry out forecasting and structural analyses, and work with stationary and nonstationary data alike. Univariate and multivariate models are covered, as are methods for breaking down time series data into trends and cycles. The book is filled with practical applications using macroeconomic time series, and MATLAB code accompanies all examples. Simple Monte Carlo simulations are explained and used to illustrate important concepts. The book shoul...Show more
Book details
ISBN
9788205480896
Publisher
Gyldendal akademisk
Published year
2014
Language
English
Edition
2
Original title
Applied time series for macroeconomics
Format
Hardcover
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1 Ratings • 5.0 of 5