Introduction to Modern Time Series Analysis

• Main Authors: Kirchgässner, Gebhard (Author), Wolters, Jürgen (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
• Subjects: Statistics.; Econometrics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Table of Contents:

• and Basics
• Univariate Stationary Processes
• Granger Causality
• Vector Autoregressive Processes
• Nonstationary Processes
• Cointegration
• Autoregressive Conditional Heteroskedasticity.