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: 2018
ISBN: 978-3-319-98282-3
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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Chapters in this book:

Ch 10 Vector Autoregressions I: Basics

John D. Levendis

Ch 11 Vector Autoregressions II: Extensions

John D. Levendis

Ch 12 Cointegration and VECMs

John D. Levendis

Ch 13 Conclusion

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Ch 14 Correction to: Introduction

John D. Levendis

Ch 2 ARMA(p,q) Processes

John D. Levendis

Ch 3 Model Selection in ARMA(p,q) Processes

John D. Levendis

Ch 4 Stationarity and Invertibility

John D. Levendis

Ch 5 Non-stationarity and ARIMA(p,d,q) Processes

John D. Levendis

Ch 6 Seasonal ARMA(p,q) Processes

John D. Levendis

Ch 7 Unit Root Tests

John D. Levendis

Ch 8 Structural Breaks

John D. Levendis

Ch 9 ARCH, GARCH and Time-Varying Variance

John D. Levendis

Ch Chapter 1 Introduction

John D. Levendis

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DOI: 10.1007/978-3-319-98282-3

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