Applied Time Series Econometrics

DOI10.1017/CBO9780511606885zbMath1076.62119MaRDI QIDQ4666841

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Publication date: 6 April 2005

zbMATH Keywords

unit rootstationarityheteroskedasticityvector error correction modelsstructural vector autoregressionunivariate time series analysisnonparametric time series modellingsmooth transition regression modellingvectorautoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (22)

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Uses Software

• JMulTi

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