Time Series Econometrics
John Levendis
in Springer Texts in Business and Economics from Springer
Date: 2018
ISBN: 978-3-319-98282-3
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Citations: View citations in EconPapers (8)
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Chapters in this book:
- Ch 10 Vector Autoregressions I: Basics
- John Levendis
- Ch 11 Vector Autoregressions II: Extensions
- John Levendis
- Ch 12 Cointegration and VECMs
- John Levendis
- Ch 13 Conclusion
- John Levendis
- Ch 14 Correction to: Introduction
- John Levendis
- Ch 2 ARMA(p,q) Processes
- John Levendis
- Ch 3 Model Selection in ARMA(p,q) Processes
- John Levendis
- Ch 4 Stationarity and Invertibility
- John Levendis
- Ch 5 Non-stationarity and ARIMA(p,d,q) Processes
- John Levendis
- Ch 6 Seasonal ARMA(p,q) Processes
- John Levendis
- Ch 7 Unit Root Tests
- John Levendis
- Ch 8 Structural Breaks
- John Levendis
- Ch 9 ARCH, GARCH and Time-Varying Variance
- John Levendis
- Ch Chapter 1 Introduction
- John Levendis
Related works:
Book: Time Series Econometrics (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-319-98282-3
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DOI: 10.1007/978-3-319-98282-3
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