519.246.8Análisis de series temporales o cronológicas. Autocorrelación. Regresión
Nota de contenido:
1. Difference equations - 2. Lag operators - 3. Stationary Arma processes - 4. Forecasting - 5. Maximum likelihood estimation - 6. Spectral analysis - 7. Asymptotic distribution theory - 8. Linear regression models - 9. Linear systems of simultaneous equations - 10. Covariance-stationary vector processes - 11. Vector autoregressions - 12. Bayesian analysis - 13. The kalman filter - 14. Generalized method of moments - 15. Models of nonstationary time series - 16. Processes with deterministic time trends - 17. Univariate processes with unit roots - 18. Unit roots in multivariate time series - 19. Cointegration - 20. Full-information maximum likelihood analysis of cointegrated systems - 21. Time series models of heteroskedasticity - 22. Modeling time series with changes in regime
