Time Series Econometrics Learning Through Replication /

Time Series Econometrics Learning Through Replication /

عرض إصدارات أخرى (1)
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Levendis, John D. (مؤلف)
مؤلف مشترك: SpringerLink (Online service)
الملخص:XIII, 409 p. 403 illus.
text
اللغة:الإنجليزية
منشور في: Cham : Springer International Publishing : Imprint: Springer, 2018.
الطبعة:1st ed. 2018.
سلاسل:Springer Texts in Business and Economics,
الموضوعات:
Econometrics.
Statistics .
Macroeconomics.
Statistics in Business, Management, Economics, Finance, Insurance.
Macroeconomics and Monetary Economics.
الوصول للمادة أونلاين:https://doi.org/10.1007/978-3-319-98282-3
التنسيق: الكتروني كتاب
جدول المحتويات:
  • Chapter 1: Introduction
  • Chapter 2: ARMA (p,q) Processes
  • Chapter 3: Non-Stationary and ARIMA (p,d,q) Processes
  • Chapter 4: Unit Root and Stationarity Tests
  • Chapter 5: Structural Breaks and Non-Stationairty
  • Chapter 6: ARCH, GARCH and Time-Varying Variance
  • Chapter 7: Multiple Time Series and Vector Autoregressions
  • Chapter 8: Multiple Time Series and Cointegration.

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