Introduction to Modern Time Series Analysis

• Main Authors: Kirchgässner, Gebhard (Author), Wolters, Jürgen (Author), Hassler, Uwe (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Edition: 2nd ed. 2013.
• Series: Springer Texts in Business and Economics,
• Subjects: Game theory.; Statistics.; Econometrics.; Macroeconomics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Game Theory, Economics, Social and Behav. Sciences.; Macroeconomics/Monetary Economics//Financial Economics.

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstation...