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Introduction to Modern Time Series Analysis

Introduction to Modern Time Series Analysis

Hardcover

Series: Springer Texts in Business and Economics

Business GeneralEconomicsGeneral Mathematics

ISBN10: 3642334350
ISBN13: 9783642334351
Publisher: Springer Nature
Published: Oct 9 2012
Pages: 320
Weight: 1.30
Height: 1.00 Width: 6.30 Depth: 9.20
Language: English
Introduction and Basics.- Univariate Stationary Processes.- Granger Causality.- Vector Autoregressive Processes.- Nonstationary Processes.- Cointegration.- Nonstationary Panel Data.- Autoregressive Conditional Heteroscedasticity.

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