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Time Series Econometrics

Overview of attention for book
Cover of 'Time Series Econometrics'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction and Basic Theoretical Concepts
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    Chapter 2 Autoregressive Moving-Average Models
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    Chapter 3 Forecasting Stationary Processes
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    Chapter 4 Estimation of the Mean and the Autocorrelation Function
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    Chapter 5 Estimation of ARMA Models
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    Chapter 6 Spectral Analysis and Linear Filters
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    Chapter 7 Integrated Processes
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    Chapter 8 Models of Volatility
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    Chapter 9 Introduction
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    Chapter 10 Definitions and Stationarity
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    Chapter 11 Estimation of Mean and Covariance Function
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    Chapter 12 Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes)
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    Chapter 13 Estimation of Vector Autoregressive Models
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    Chapter 14 Forecasting with VAR Models
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    Chapter 15 Interpretation and Identification of VAR Models
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    Chapter 16 Cointegration
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    Chapter 17 State-Space Models and the Kalman Filter
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    Chapter 18 Generalizations of Linear Time Series Models
Attention for Chapter 2: Autoregressive Moving-Average Models
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Citations

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Chapter title
Autoregressive Moving-Average Models
Chapter number 2
Book title
Time Series Econometrics
Published in
Springer Texts in Business and Economics, June 2016
DOI 10.1007/978-3-319-32862-1_2
Book ISBNs
978-3-31-932861-4, 978-3-31-932862-1
Authors

Klaus Neusser

View on publisher site
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 8 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 8 100%

Demographic breakdown

Readers by professional status Count As %
Researcher 2 25%
Student > Master 2 25%
Lecturer > Senior Lecturer 1 13%
Professor > Associate Professor 1 13%
Unknown 2 25%
Readers by discipline Count As %
Agricultural and Biological Sciences 2 25%
Earth and Planetary Sciences 1 13%
Social Sciences 1 13%
Medicine and Dentistry 1 13%
Engineering 1 13%
Other 0 0%
Unknown 2 25%

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