Time Series Econometrics Learning Through Replication /
| 第一著者: | |
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| 団体著者: | |
| 要約: | XIII, 409 p. 403 illus. text |
| 言語: | 英語 |
| 出版事項: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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| 版: | 1st ed. 2018. |
| シリーズ: | Springer Texts in Business and Economics,
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| 主題: | |
| オンライン･アクセス: | https://doi.org/10.1007/978-3-319-98282-3 |
| フォーマット: | 電子媒体 図書 |
目次:
- 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.