Kirchgässner, Gebhard
Introduction to Modern Time Series Analysis
Table of contents
1. Introduction and Basics
2. Univariate Stationary Processes
3. Granger Causality
4. Vector Autoregressive Processes
5. Nonstationary Processes
6. Cointegration
7. Autoregressive Conditional Heteroskedasticity
DRM-restrictions
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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Kirchgässner, Gebhard
- Wolters, Jürgen
- Publisher
- Springer
- Publication year
- 2007
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540732914
