Wentworth
Institute of Technology
Time Series Econometrics
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-mov...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Series: | Springer texts in business and economics.
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| Subjects: | |
| Online Access: |
Full text (Wentworth users only) |