Time Series Econometrics Learning Through Replication /

Time Series Econometrics Learning Through Replication /

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Dades bibliogràfiques
Autor principal: Levendis, John D. (Autor)
Autor corporatiu: SpringerLink (Online service)
Sumari:XIII, 409 p. 403 illus.
text
Idioma:anglès
Publicat: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edició:1st ed. 2018.
Col·lecció:Springer Texts in Business and Economics,
Matèries:
Econometrics.
Statistics .
Macroeconomics.
Statistics in Business, Management, Economics, Finance, Insurance.
Macroeconomics and Monetary Economics.
Accés en línia:https://doi.org/10.1007/978-3-319-98282-3
Format: Electrònic Llibre
Taula de continguts:
  • 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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