Time Series Econometrics Learning Through Replication /

• Main Author: Levendis, John D. (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Springer Texts in Business and Economics,
• Subjects: Econometrics.; Statistics .; Macroeconomics.; Statistics for Business, Management, Economics, Finance, Insurance.; Macroeconomics/Monetary Economics//Financial Economics.

In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by ste...

Table of Contents:

• Chapter 1: Introduction
• Chapter 2: ARMA (p,q) Processes
• Chapter 3: Non-Stationary and ARIMA (p,d,q) Processes
• Chapter 4: Unit Root and Stationarity Tests
• Chapter 5: Structural Breaks and Non-Stationairty
• Chapter 6: ARCH, GARCH and Time-Varying Variance
• Chapter 7: Multiple Time Series and Vector Autoregressions
• Chapter 8: Multiple Time Series and Cointegration.