Le livre est actuellement en rupture de stock
En savoir plus sur le livre
Focusing on modern developments in time series analysis, this text addresses their application to economic issues. It covers stationary and non-stationary time series, including ARMA models, volatility models like GARCH, and multivariate processes such as VAR and SVAR models. The book emphasizes modeling and forecasting techniques, alongside statistical tests. Concluding with co-integrated models and the Kalman Filter, it provides a mathematically rigorous yet practical approach, making it ideal for advanced undergraduate and beginning graduate students with a foundational knowledge of statistics or econometrics.
Achat du livre
Time Series Econometrics, Klaus Neusser
- Langue
- Année de publication
- 2018
- product-detail.submit-box.info.binding
- (souple)
Nous vous informerons par e-mail dès que nous l’aurons retrouvé.
Modes de paiement
Personne n'a encore évalué .