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Applied Time Series Econometrics - MaRDI portal

Applied Time Series Econometrics (Q4666841)

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scientific article; zbMATH DE number 2153232
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English
Applied Time Series Econometrics
scientific article; zbMATH DE number 2153232

    Statements

    title
    Applied Time Series Econometrics (English)
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    publication date
    6 April 2005
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62-01
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    91B84
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    62P05
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    zbMATH DE Number
    2153232
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    zbMATH Keywords
    vectorautoregression
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    structural vector autoregression
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    unit root
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    stationarity
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    univariate time series analysis
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    vector error correction models
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    heteroskedasticity
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    smooth transition regression modelling
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    nonparametric time series modelling
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