Time Series Econometrics (Springer Texts in Business and Economics) by Klaus Neusser
English | June 15th, 2016 | ISBN: 3319328611 | 426 Pages | EPUB | 5.75 MB
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-moving average (ARMA) models and their relations to the covariance structure.