Introduction to Modern Time Series Analysis

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

in Springer Texts in Business and Economics from Springer

Date: 2013
Edition: 2nd ed. 2013
ISBN: 978-3-642-33436-8
References: Add references at CitEc
Citations: View citations in EconPapers (33)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch 1 Introduction and Basics

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Ch 2 Univariate Stationary Processes

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Ch 3 Granger Causality

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Ch 4 Vector Autoregressive Processes

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Ch 5 Nonstationary Processes

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Ch 6 Cointegration

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Ch 7 Nonstationary Panel Data

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Ch 8 Autoregressive Conditional Heteroscedasticity

Gebhard Kirchgässner, Juergen Wolters and Uwe Hassler

Related works:
Book: Introduction to Modern Time Series Analysis (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-642-33436-8

Ordering information: This item can be ordered from
http://www.springer.com/9783642334368

DOI: 10.1007/978-3-642-33436-8

Access Statistics for this book

More books in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().