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Found 2 from your keywords: author=NEUSSER, Klaus
cover
Time Series Econometrics
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NEUSSER, Klaus

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on…

Edition
-
ISBN/ISSN
978-3-319-32862-1
Collation
-
Series Title
-
Call Number
-
cover
Time Series Econometrics
Comment Share
NEUSSER, Klaus

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on…

Edition
-
ISBN/ISSN
978-3-319-32862-1
Collation
2 b/w illustrations, 64 illustrations in colour
Series Title
-
Call Number
-