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

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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.
Upplaga
Softcover reprint of the original 1st ed. 1994
ISBN
9783642487446
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-04-28
Sidor
250