Items related to Time Series Econometrics: A Concise Introduction

Time Series Econometrics: A Concise Introduction - Softcover

Mills, Terence C.

 
9781349579082: Time Series Econometrics: A Concise Introduction
Softcover
ISBN 10: 1349579084 ISBN 13: 9781349579082
Publisher: Palgrave Macmillan, 2017

This specific ISBN edition is currently not available.

Synopsis

1. Introduction
2. Modelling Stationary Time Series: the ARMA Approach
3. Non-stationary Time Series: Differencing and ARIMA Modelling
4. Unit Roots and Related Topics
5. Modelling Volatility using GARCH Processes
6. Forecasting with Univariate Models
7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
8. Cointegration in Single Equations
9. Cointegration in Systems of Equations
10. Extensions and Developments
Index

"synopsis" may belong to another edition of this title.

Publisher
Palgrave Macmillan
Publication date
2017
Language
English
ISBN 10 
1349579084
ISBN 13 
9781349579082
Binding
Paperback
Number of pages
168

(No Available Copies)

Search Books:



Create a Want

Can't find the book you're looking for? We'll keep searching for you. If one of our booksellers adds it to AbeBooks, we'll let you know!

Create a Want

Other Popular Editions of the Same Title

9781137525321: Time Series Econometrics: A Concise Introduction (Palgrave Texts in Econometrics)

Featured Edition

ISBN 10:  1137525320 ISBN 13:  9781137525321
Publisher: Palgrave Macmillan, 2015
Hardcover