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New Developments in Time Series Econometrics
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New Developments in Time Series Econometrics

Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models.
Opplag
Softcover reprint of the original 1st ed. 1994
ISBN
9783642487446
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
28.4.2012
Antall sider
250