Introduction to Modern Time Series Analysis
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstation...
| Autores principales: | , , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2013.
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| Edición: | 2nd ed. 2013. |
| Colección: | Springer Texts in Business and Economics,
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009468776106719 |
Tabla de Contenidos:
- Introduction and Basics
- Univariate Stationary Processes
- Granger Causality
- Vector Autoregressive Processes
- Nonstationary Processes
- Cointegration
- Nonstationary Panel Data
- Autoregressive Conditional Heteroscedasticity.
