Linked e-resources
Details
Table of Contents
Introduction
Modelling stationary time series : the ARMA approach
Non-stationary time series : differencing and ARIMA modelling
Unit roots and related topics
Modelling volatility using GARCH processes
Forecasting with univariate models
Modelling multivariate time series : vector autoregressions and Granger causality
Cointegration in single equations
Cointegration in systems of equations
Extensions and developments.
Modelling stationary time series : the ARMA approach
Non-stationary time series : differencing and ARIMA modelling
Unit roots and related topics
Modelling volatility using GARCH processes
Forecasting with univariate models
Modelling multivariate time series : vector autoregressions and Granger causality
Cointegration in single equations
Cointegration in systems of equations
Extensions and developments.