Introduction to Modern Time Series Analysis

By Gebhard Kirchgässner, Uwe Hassler, Jurgen Wolters, et al.

Book Overview

Introduction and Basics.- Univariate Stationary Processes.- Granger Causality.- Vector Autoregressive Processes.- Nonstationary Processes.- Cointegration.- Nonstationary Panel Data.- Autoregressive Conditional Heteroscedasticity.

• Format: Paperback
• Language: English
• ISBN: 3642440290
• ISBN13: 9783642440298
• Release Date: November 2014
• Publisher: Springer
• Length: 320 Pages
• Weight: 1.03 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"