Financial Econometrics With Eviews
Publisher: Bookboon
Published: 2013
ISBN-13: 9788776814274
Table of contents: title: Innhold; title: Introduction to EViews 6.0; title: Workfiles in EViews; title: Objects; title: Eviews Functions; title: Programming in Eviews; title: Regression Model; title: Introduction; title: Linear Regression Model; title: Nonlinear Regression; title: Univariate Time Series: Linear Models; title: Introduction; title: Stationarity and Autocorrelations; title: ARMA processes; title: Stationarity and Unit Roots Tests; title: Introduction; title: Unit Roots tests; title: Stationarity tests; title: Example: Purchasing Power Parity; title: Univariate Time Series: Volatility Models; title: Introduction; title: The ARCH Model; title: The GARCH Model; title: GARCH model estimation; title: GARCH Model Extensions; title: Multivariate Time Series Analysis; title: Vector Autoregression Model; title: Cointegration