Time series econometrics : a concise introduction /

This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Mills, Terence C. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2015.
Colección:Palgrave texts in econometrics.
Temas:
Econometrics.
Time-series analysis.
Economics.
Finance.
Management.
Économétrie.
Série chronologique.
Économie politique.
Finances.
Gestion.
economics.
finance.
management.
Economics, finance, business & management.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Econométrie.
Modèles économétriques.
Prévisions économiques.
Manuels.
Econometrics
Time-series analysis
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction
  • Modelling stationary time series : the ARMA approach
  • Non-stationary time series : differencing and ARIMA modelling
  • Unit roots and related topics
  • Modelling volatility using GARCH processes
  • Forecasting with univariate models
  • Modelling multivariate time series : vector autoregressions and Granger causality
  • Cointegration in single equations
  • Cointegration in systems of equations
  • Extensions and developments.

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