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Applied Time Series Modelling and Forecasting

Autor R. Harris
en Limba Engleză Paperback – 16 apr 2003
This book covers time series modeling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions.
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Specificații

ISBN-13: 9780470844434
ISBN-10: 0470844434
Pagini: 316
Dimensiuni: 170 x 243 x 17 mm
Greutate: 0.53 kg
Ediția:New.
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Public țintă

Students taking courses in Financial Economics and Forecasting, Applied Time Series, and Econometrics at Advanced Undergraduate and Postgraduate Levels. It will also be of great use for Practitioners who wish to understand the Application of Time Series Modelling e.g. Financial Brokers

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Notă biografică

Richard A Harris, that's me, is a bit of a dreamer. On the one hand I am a busy Vascular Surgeon to real people. On the other a daydreamer and writer who fell in love with words a long time ago. I live in Sydney Australia, one of the most beautiful places on the planet and I'm deeply appreciative of my surrounds, my family and friends. I set about writing Imagine and a second book on the Thursday and Friday of what had previously been a somewhat disorganised and frustrating week in the life of a surgeon. Loving this profession but yearning to set some dreams, some adventures and some love down on paper. So, Thursday became Imagine and Friday became the second novel that will also be born shortly. It has been a hard couple of years for many. I lost my wonderful partner and Mum of my 2 gorgeous kids in early 2020 to breast cancer. So, grief has been part of the birth of these words, but they are written really just for love, hope and fun. I sincerely hope you will enjoy my words.Apart from surgery I have been a musician, a backpacker, a poet and painter. I have managed to get a public hospital rebuilt that was literally falling into the ground. (Hornsby Hospital) and in the surgical world I have progressed from the old style, massive operations that I learnt on to state of the art minimally invasive high tech treatment of patients with arterial and venous problems.I am finding time to overcome the grief that accompanies losing a best friend and to find the strength to finish my second novel shortly which will be another joyful journey into love, myth, history and words.

Descriere

The text has been thoroughly updated to incorporate recent developments and includes three major new chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non--stationary time series.