| TÃtulo : |
Time series econometrics |
| Tipo de documento: |
TEXTO IMPRESO |
| Autores: |
Klaus Neusser |
| Editorial: |
Suiza : Springer |
| Fecha de publicación: |
2016 |
| Colección: |
Springer texts in business and economics |
| Número de páginas: |
xxiv, 409 p. |
| Il.: |
il. |
| Dimensiones: |
24 cm. |
| ISBN/ISSN/DL: |
978-3-319-32861-4 |
| Idioma : |
Inglés (eng) |
| Descriptores: |
EconometrÃa ; Series temporales
|
| Clasificación: |
330.43 Econometría |
| Nota de contenido: |
1. Introduction - 2. ARMA models - 3. Forecasting stationary processes - 4. Estimation of Mean and ACF - 5.Estimation of ARMA Models - 6. Spectral Analysis and Linear Filters - 7. Integrated Processes - 8. Models of Volatility -- Part II Multivariate Time series analysis - 9. Introducion - 10. Definitions and stationarity - 11. Estimation of Covariance Function - 12. VARMA Processes - 13. Estimation of VAR Models - 14. Forecasting with VAR Models - 15. Interpretation of VAR Models - 16. Co-integration - 17. Kalman Filter.- 18. Generalizations of linear models
|
| Link: |
https://biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=40704 |
| Ubicación : |
330.43 N495 |
