Introduction to Modern Time Series Analysis
Edition: 1 edition
Publisher: Springer
Published: October 11, 2007
Language: eng
Format: Hardcover
Number of pages: 274
ISBN-13: 9783540732907
Subjects: Economic statistics; Economics, Finance, Business and Industry; Business & Economics; Business / Economics / Finance; Business/Economics; Business & Economics / Econometrics; Cointegration; Granger Causality; Unit Roots; Vector Autoregressive Models; Volatility; Econometrics; Statistics