Sommaire : Contents
1 Difference Equations
2 Lag Operators
3 Stationary ARMA Processes
4 Forecasting
5 Maximum Likelihood Estimation
6 Spectral Analysis
7 Asymptotic Distribution Theory
8 Linear Regression Models
9 Linear Systems of Simultaneous Equations
10 Covariance-Stationary Vector Processes
11 Vector Autoregressions
12 Bayesian Analysis
13 The Kalman Filter
14 Generalized Method of Moments
15 Models of Nonstationary Time Series
16 Processes with Deterministic Time Trends
17 Univariate Processes with Unit Roots
18 Unit Roots in Multivariate Time Series
19 Cointegration
20 Full-Information Maximum Likelihood Analysis of Cointegrated Systems
21 Time Series Models of Heteroskedasticity
22 Modeling Time Series with Changes in Regime
A Mathematical Review
B Statistical Tables
C Answers to Selected Exercises
D Greek Letters and Mathematical

Langue : Anglais

Lieu d'édition : PRINCETON

Illustration(s) : Graphique(s)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque