Time Series Econometrics
John D. Levendis ()
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John D. Levendis: Loyola University New Orleans
in Springer Texts in Business and Economics from Springer
Date: 2023
Edition: 2nd ed. 2023
ISBN: 978-3-031-37310-7
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Chapters in this book:
- Ch Chapter 1 Introduction
- John D. Levendis
- Ch Chapter 10 Vector Autoregressions I: Basics
- John D. Levendis
- Ch Chapter 11 Vector Autoregressions II: Extensions
- John D. Levendis
- Ch Chapter 12 Cointegration and VECMs
- John D. Levendis
- Ch Chapter 13 Static Panel Data Models
- John D. Levendis
- Ch Chapter 14 Dynamic Panel Data Models
- John D. Levendis
- Ch Chapter 15 Conclusion
- John D. Levendis
- Ch Chapter 2 ARMA(p,q) Processes
- John D. Levendis
- Ch Chapter 3 Model Selection in ARMA(p,q) Processes
- John D. Levendis
- Ch Chapter 4 Stationarity and Invertibility
- John D. Levendis
- Ch Chapter 5 Nonstationarity and ARIMA(p,d,q) Processes
- John D. Levendis
- Ch Chapter 6 Seasonal ARMA(p,q) Processes
- John D. Levendis
- Ch Chapter 7 Unit Root Tests
- John D. Levendis
- Ch Chapter 8 Structural Breaks
- John D. Levendis
- Ch Chapter 9 ARCH, GARCH, and Time-Varying Variance
- John D. Levendis
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-031-37310-7
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DOI: 10.1007/978-3-031-37310-7
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