Description: Multivariate Time Series Analysis : With R and Financial Applications, Hardcover by Tsay, Ruey S., ISBN 1118617908, ISBN-13 9781118617908, Brand New, Free shipping in the US "Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, th supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. Th utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"--
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Book Title: Multivariate Time Series Analysis : With R and Financial Applicat
Number of Pages: 520 Pages
Publication Name: Multivariate Time Series Analysis : with Rand Financial Applications
Language: English
Publisher: Wiley & Sons, Incorporated, John
Item Height: 1.3 in
Subject: Probability & Statistics / Multivariate Analysis, Probability & Statistics / Time Series, Econometrics
Publication Year: 2013
Type: Textbook
Item Weight: 30.5 Oz
Item Length: 9.3 in
Author: Ruey S. Tsay
Subject Area: Mathematics, Business & Economics
Series: Wiley Series in Probability and Statistics Ser.
Item Width: 6.3 in
Format: Hardcover
