Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle (Arbeiten zur Angewandten Statistik, 35) (German Edition),Used

Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle (Arbeiten zur Angewandten Statistik, 35) (German Edition),Used

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An dieser Stelle mchte ich mich insbesondere bei Herrn Prof. Dr. Helmut Ltkepohl fr seine Ideen und wohlwollende Kritik herzlich bedanken, der jederzeit ein offenes Ohr fr meine Pro bleme hatte. Ohne seine vielfltige und nicht nachlassende Untersttzung wre die Arbeit nicht in der jetzigen Form entstanden. Herrn Prof. Dr. Gerd Hansen und Herrn Prof. Dr. Wolfgang Wetzel danke ich fr ihre anregenden Diskussionen im Seminar des Instituts fr Statistik und konometrie. Zu dritt haben sie eine sehr fruchtbare Atmosphre am Institut geschaffen. Naturgem steht man als Autor in der Dankesschuld weiterer Personen, die das Entstehen der Arbeit hilfreich untersttzt haben. Stellvertretend mchte ich hier zwei meiner Kollegen nen nen, die auch auf dem Gebiet der Kointegration arbeiten: Herrn Wolfgang Kohn danke ich fr die Untersttzung bei verzwickten Softwareproblemen; Herrn Wolfgang Hauschulz gebhrt das Verdienst, das Manuskript sehr sorgfltig durchgesehen und wenig geschickte Formulierungen in eine flssigere Form gebracht zu haben. HansEggert Reimers Frankfurt, im Juli 1991 PS: Dank an Karin, Bernd, Christiane, UHrich und Renate, die auf ihre Art zum Gelingen dieser Arbeit beitrugen. Inhaltsverzeichnis xi Tabellenverzeichnis XV Abbildungsverzeichnis 1 Einleitung 1 2 Nichtstationaritt von univariaten Zeitreihen 6 2.1 Vorbemerkungen und Definitionen .... 6 2.2 Statistische Theorie von AR(1)Modellen 10 2.2.1 Konvergenzeigenschaft des KQSch.tzers fr AR(1)Modelle 10 2.2.2 Ein Exkurs zur Verbindung zwischen RandomWalk und WienerProze 12 2.3 Einheitswurzeltests ..................... .

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Shipping & Returns

Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.

Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.

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Warranty

We provide a 2-year limited warranty, from the date of purchase for all our products.

If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.

This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).

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