Introduction to Modern Time Series Analysisby Gebhard Kirchgässner; Jürgen Wolters
✍ Scribed by Review by: Pentti Saikkonen
- Book ID
- 124926640
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- English
- Weight
- 277 KB
- Volume
- 76
- Category
- Article
- ISSN
- 0306-7734
- DOI
- 10.2307/27919601
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This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstation