Link to the ebook : https://doi-org.ezproxy.univ-catholille.fr/10.1017/CBO9780511606885

eISBN : 9780511606885

Contents :
Contributors: Jörg Breitung, Ralf Brüggemann, Helmut Herwartz, Markus Krätzig, Helmut Lütkepohl, Timo Terasvirta, Rolf Tschernig.

Preface
Notation and Abbreviations
List of Contributors
1 - Initial Tasks and Overview
2 - Univariate Time Series Analysis
3 - Vector Autoregressive and Vector Error Correction Models
4 - Structural Vector Autoregressive Modeling and Impulse Responses
5 - Conditional Heteroskedasticity
6 - Smooth Transition Regression Modeling
7 - Nonparametric Time Series Modeling
8 - The Software JMu⌉Ti
References
Index

Language : English

Series : THEMES IN MODERN ECONOMETRICS

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque