Introduction to Modern Time Series Analysis

Kirchgässner, Gebhard, Wolters, Jürgen, Hassler, Uwe

  • 出版商: Springer
  • 出版日期: 2014-11-09
  • 售價: $2,860
  • 貴賓價: 9.5$2,717
  • 語言: 英文
  • 頁數: 320
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3642440290
  • ISBN-13: 9783642440298
  • 相關分類: 機率統計學 Probability-and-statistics
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

Introduction and Basics.- Univariate Stationary Processes.- Granger Causality.- Vector Autoregressive Processes.- Nonstationary Processes.- Cointegration.- Nonstationary Panel Data.- Autoregressive Conditional Heteroscedasticity.