Time series econometrics: a concise introduction
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basingstoke
Palgrave Macmillan
2015
|
| Series: | Palgrave texts in econometrics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VIII, 156 S. graf. Darst. |
| ISBN: | 9781137525321 |
Staff View
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Record in the Search Index
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| adam_text | Contents
List of Figures vi
List of Tables viii
1 Introduction
2 Modelling Stationary Time Series: the ARMA Approach
3
4
5
6
7
8
9
10
Non-stationary Time Series: Differencing and ARIMA
Modelling
Unit Roots and Related Topics
Modelling Volatility using GARCU Processes
Forecasting with Univariate Models
Modelling Multivariate Time Series: Vector
Autoregressions and Granger Causality
Cointegration in Single Equations
Cointegration in Systems of Equations
Extensions and Developments
1
5
41
58
72
85
98
114
134
147
bhieX
153
v
|
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| dewey-search | 330.01/51955 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:12:41Z |
| institution | BVB |
| isbn | 9781137525321 |
| language | English |
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| physical | VIII, 156 S. graf. Darst. |
| publishDate | 2015 |
| publishDateSearch | 2015 |
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| publisher | Palgrave Macmillan |
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| spelling | Mills, Terence C. 1952- Verfasser (DE-588)129450790 aut Time series econometrics a concise introduction Terence C. Mills Basingstoke Palgrave Macmillan 2015 VIII, 156 S. graf. Darst. txt rdacontent n rdamedia nc rdacarrier Palgrave texts in econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Zeitreihenanalyse (DE-588)4067486-1 s b DE-604 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028340140&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mills, Terence C. 1952- Time series econometrics a concise introduction Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4067486-1 |
| title | Time series econometrics a concise introduction |
| title_auth | Time series econometrics a concise introduction |
| title_exact_search | Time series econometrics a concise introduction |
| title_full | Time series econometrics a concise introduction Terence C. Mills |
| title_fullStr | Time series econometrics a concise introduction Terence C. Mills |
| title_full_unstemmed | Time series econometrics a concise introduction Terence C. Mills |
| title_short | Time series econometrics |
| title_sort | time series econometrics a concise introduction |
| title_sub | a concise introduction |
| topic | Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Ökonometrie Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028340140&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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