Introduction to modern time series analysis /
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| Format: | Book |
| Language: | English |
| Published: |
Berlin, DE :
Springer,
c2007.
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Table of Contents:
- Introduciton and basics
- Univariate stationary processes
- Granger causality
- Vector autoregressive processes
- Nonstationary processes
- Cointegration
- Autoregressive conditional heteroskedasticity.