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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Corporate Author: | |
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) |