Time Series Econometrics
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-031-37310-7
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Book Chapters
The following chapters of this book are listed in IDEAS- John D. Levendis, 2023. "Introduction," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 1-10, Springer.
- John D. Levendis, 2023. "ARMA(p,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 11-48, Springer.
- John D. Levendis, 2023. "Model Selection in ARMA(p,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 49-83, Springer.
- John D. Levendis, 2023. "Stationarity and Invertibility," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 85-103, Springer.
- John D. Levendis, 2023. "Nonstationarity and ARIMA(p,d,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 105-126, Springer.
- John D. Levendis, 2023. "Seasonal ARMA(p,q) Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 127-141, Springer.
- John D. Levendis, 2023. "Unit Root Tests," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 143-173, Springer.
- John D. Levendis, 2023. "Structural Breaks," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 175-199, Springer.
- John D. Levendis, 2023. "ARCH, GARCH, and Time-Varying Variance," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 201-262, Springer.
- John D. Levendis, 2023. "Vector Autoregressions I: Basics," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 263-310, Springer.
- John D. Levendis, 2023. "Vector Autoregressions II: Extensions," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 311-341, Springer.
- John D. Levendis, 2023. "Cointegration and VECMs," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 343-383, Springer.
- John D. Levendis, 2023. "Static Panel Data Models," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 385-414, Springer.
- John D. Levendis, 2023. "Dynamic Panel Data Models," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 415-458, Springer.
- John D. Levendis, 2023. "Conclusion," Springer Texts in Business and Economics, in: Time Series Econometrics, edition 2, chapter 0, pages 459-463, Springer.
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