Introduction to Modern Time Series Analysis

Gebhard Kirchgässner and Juergen Wolters

in Springer Books from Springer

Date: 2007
ISBN: 978-3-540-73291-4
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Chapters in this book:

Ch 1 Introduction and Basics

Gebhard Kirchgässner and Juergen Wolters

Ch 2 Univariate Stationary Processes

Gebhard Kirchgässner and Juergen Wolters

Ch 3 Granger Causality

Gebhard Kirchgässner and Juergen Wolters

Ch 4 Vector Autoregressive Processes

Gebhard Kirchgässner and Juergen Wolters

Ch 5 Nonstationary Processes

Gebhard Kirchgässner and Juergen Wolters

Ch 6 Cointegration

Gebhard Kirchgässner and Juergen Wolters

Ch 7 Autoregressive Conditional Heteroskedasticity

Gebhard Kirchgässner and Juergen Wolters

Related works:
Book: Introduction to Modern Time Series Analysis (2013)
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DOI: 10.1007/978-3-540-73291-4

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