Introduction to multiple time series analysis /
Guardado en:
| Autor Principal: | |
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| Formato: | Libro |
| Idioma: | English |
| Publicado: |
Berlin ; New York :
Springer-Verlag,
c1993.
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| Edición: | 2nd ed. |
| Materias: | |
| Acceso en línea: | Publisher description |
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Tabla de Contenidos:
- Introduction
- Stable Vector Autoregressive Processes
- Estimation of Vector Autoregressive Processes
- VAR Order Selection and Checking the Model Adequacy
- VAR Processes with Parameter Constraints
- Vector Autoregressive Moving Average Processes
- Estimation of VARMA Models
- Specification and Checking the Adequacy of VARMA Models
- Fitting Finite Order VAR Models to Infinite Order Processes
- Systems of Dynamic Simultaneous Equations
- Nonstationary Systems with Integrated and Cointegrated Variables
- Periodic VAR Processes and Intervention Models
- State Space Models.