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Macroeconometrics and Time Series Analysis

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Cover of 'Macroeconometrics and Time Series Analysis'

Table of Contents

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    Book Overview
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    Chapter 1 Aggregation (econometrics)
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    Chapter 2 ARCH models
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    Chapter 3 Bayesian methods in macroeconometrics
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    Chapter 4 Bayesian time series analysis
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    Chapter 5 Central limit theorems
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    Chapter 6 Cointegration
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    Chapter 7 Continuous and discrete time models
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    Chapter 8 Data filters
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    Chapter 9 Equilibrium-correction models
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    Chapter 10 Forecasting
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    Chapter 11 Fractals
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    Chapter 12 Functional central limit theorems
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    Chapter 13 Generalized method of moments estimation
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    Chapter 14 Granger-Sims causality
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    Chapter 15 Heteroskedasticity and autocorrelation corrections
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    Chapter 16 Impulse response function
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    Chapter 17 Kalman and particle filtering
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    Chapter 18 Law(s) of large numbers
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    Chapter 19 Long memory models
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    Chapter 20 Nonlinear time series analysis
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    Chapter 21 Prediction formulas
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    Chapter 22 Rational expectations
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    Chapter 23 Regime switching models
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    Chapter 24 Seasonal adjustment
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    Chapter 25 Serial correlation and serial dependence
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    Chapter 26 SNP: nonparametric time series analysis
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    Chapter 27 Spectral analysis
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    Chapter 28 Spline functions
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    Chapter 29 Spurious Regressions
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    Chapter 30 State space models
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    Chapter 31 Stochastic volatility models
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    Chapter 32 Structural change, econometrics of
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    Chapter 33 Structural vector autoregressions
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    Chapter 34 Threshold Models
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    Chapter 35 Time series analysis
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    Chapter 36 Trend/Cycle decomposition
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    Chapter 37 Unit Roots
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    Chapter 38 Variance Decomposition
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    Chapter 39 Varying coefficient models
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    Chapter 40 Vector autoregressions
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    Chapter 41 Wavelets
Attention for Chapter 16: Impulse response function
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Chapter title
Impulse response function
Chapter number 16
Book title
Macroeconometrics and Time Series Analysis
Published by
Palgrave Macmillan, London, January 2010
DOI 10.1057/9780230280830_16
Book ISBNs
978-0-230-23885-5, 978-0-230-28083-0
Authors

Helmut Lütkepohl, Lütkepohl, Helmut

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 160 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Japan 2 1%
Ireland 1 <1%
Germany 1 <1%
Italy 1 <1%
Unknown 155 97%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 40 25%
Student > Master 27 17%
Researcher 15 9%
Student > Bachelor 12 8%
Professor > Associate Professor 11 7%
Other 37 23%
Unknown 18 11%
Readers by discipline Count As %
Economics, Econometrics and Finance 89 56%
Business, Management and Accounting 16 10%
Engineering 6 4%
Mathematics 5 3%
Social Sciences 5 3%
Other 10 6%
Unknown 29 18%