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Introduction to Modern Time Series Analysis

Introduction to Modern Time Series Analysis

Paperback

Series: Springer Texts in Business and Economics

Business GeneralEconomicsGeneral Mathematics

ISBN10: 3642440290
ISBN13: 9783642440298
Publisher: Springer Nature
Published: Nov 9 2014
Pages: 320
Weight: 1.03
Height: 0.69 Width: 6.14 Depth: 9.21
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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