Time Series Econometrics

Klaus Neusser ()

in Springer Texts in Business and Economics from Springer

Date: 2016
ISBN: 978-3-319-32862-1
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Chapters in this book:

Ch 1 Introduction and Basic Theoretical Concepts

Klaus Neusser

Ch 2 Autoregressive Moving-Average Models

Klaus Neusser

Ch 3 Forecasting Stationary Processes

Klaus Neusser

Ch 4 Estimation of the Mean and the Autocorrelation Function

Klaus Neusser

Ch 5 Estimation of ARMA Models

Klaus Neusser

Ch 6 Spectral Analysis and Linear Filters

Klaus Neusser

Ch 7 Integrated Processes

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Ch 8 Models of Volatility

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Ch 9 Introduction

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Ch 10 Definitions and Stationarity

Klaus Neusser

Ch 11 Estimation of Mean and Covariance Function

Klaus Neusser

Ch 12 Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes)

Klaus Neusser

Ch 13 Estimation of Vector Autoregressive Models

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Ch 14 Forecasting with VAR Models

Klaus Neusser

Ch 15 Interpretation and Identification of VAR Models

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Ch 16 Cointegration

Klaus Neusser

Ch 17 State-Space Models and the Kalman Filter

Klaus Neusser

Ch 18 Generalizations of Linear Time Series Models

Klaus Neusser

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DOI: 10.1007/978-3-319-32862-1

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