Time Series Econometrics Learning Through Replication /
| 1. autor: | |
|---|---|
| Korporacja: | |
| Streszczenie: | XIII, 409 p. 403 illus. text |
| Język: | angielski |
| Wydane: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
|
| Wydanie: | 1st ed. 2018. |
| Seria: | Springer Texts in Business and Economics,
|
| Hasła przedmiotowe: | |
| Dostęp online: | https://doi.org/10.1007/978-3-319-98282-3 |
| Format: | Elektroniczne Książka |
Spis treści:
- 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.