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Time series analysis in the economic sciences - MaRDI portal

Time series analysis in the economic sciences

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Publication:5896953

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zbMath1173.00011MaRDI QIDQ5896953

Klaus Neusser

Publication date: 11 August 2009

Published in: Studienbücher Wirtschaftsmathematik (Search for Journal in Brave)

zbMATH Keywords

cointegration Kalman filtering forecasting ARMA models integrated time series processes multivariate time series models univariate time series analysis valatility in time series VAR-models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Mathematical economics (91Bxx)

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