Applied econometric time series
Main Author: | |
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Format: | Book |
Language: | English |
Published: |
Hoboken, NJ
J. Wiley
2004.
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Edition: | 2nd ed. |
Subjects: |
Table of Contents:
- Difference equations Stationary time series models Modeling volatility Models with trend Multi-equation time series models Co-integration and error-correction models Nonlinear time series models