紀錄類型: |
書目-電子資源
: Monograph/item
|
正題名/作者: |
Time series econometrics/ by Klaus Neusser. |
作者: |
Neusser, Klaus. |
出版者: |
Cham :Springer International Publishing : : 2016., |
面頁冊數: |
xxiv, 409 p. :ill., digital ;26 cm. |
內容註: |
1. Introduction -- 2. ARMA models -- 3. Forecasting stationary processes -- 4. Estimation of Mean and Autocovariance Function -- 5.Estimation of ARMA Models -- 6. Spectral Analysis and Linear Filters -- 7. Integrated Processes -- 8. Models of Volatility -- 9. Multivariate Time series -- 10. Estimation of Covariance Function -- 11. VARMA Processes -- 12. Estimation of VAR Models -- 13. Forecasting with VAR Models -- 14. Interpretation of VAR Models -- 15. Co-integration -- 16. The Kalman Filter -- 17. Appendices. |
Contained By: |
Springer eBooks |
標題: |
Econometric models. - |
電子資源: |
http://dx.doi.org/10.1007/978-3-319-32862-1 |
ISBN: |
9783319328621 |