Time Series Econometrics
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Abstract
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Suggested Citation
DOI: 10.1007/978-3-319-32862-1
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yiming Chang & Xiangyuan Yu & Wei Shan & Fang Wang & Yinying Tao, 2023. "Impact of Financial Market Development, Financial Crises and Deposit Insurance on Bank Risk," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(1), pages 1-25.
- Marc Burri & Daniel Kaufmann, 2020.
"A daily fever curve for the Swiss economy,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
- Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," IRENE Working Papers 20-05, IRENE Institute of Economic Research.
- Pham T. T. Trinh & Bui T. T. My, 2023. "The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 37(1), pages 67-87, May.
- He, Wenhua & Liu, Pei & Lin, Borong & Zhou, Hao & Chen, Xuesheng, 2022. "Green finance support for development of green buildings in China: Effect, mechanism, and policy implications," Energy Policy, Elsevier, vol. 165(C).
- Marcel Lincényi & Ladislav Kabát & Michal Fabuš, 2021. "Sustainability of Print Media in the Slovak Republic with Regard to the Economic and Technological Development," Sustainability, MDPI, vol. 13(22), pages 1-17, November.
- Anna Brzozowska & Dagmara Bubel, 2020. "Estimation of the Imperative of Rural Area Development on Panel Data in the Process of Managing Agricultural Holdings in Poland," Agriculture, MDPI, vol. 10(7), pages 1-20, July.
- Vera Z. Eichenauer & Ronald Indergand & Isabel Z. Martínez & Christoph Sax, 2022. "Obtaining consistent time series from Google Trends," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 694-705, April.
- Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
- repec:hal:wpaper:hal-03715954 is not listed on IDEAS
- Monika Roman & Aleksandra Górecka & Joanna Domagała, 2020. "The Linkages between Crude Oil and Food Prices," Energies, MDPI, vol. 13(24), pages 1-18, December.
- Tobechi F. Agbanike & Chinazaekpere Nwani & Uwazie I. Uwazie & Lasbrey I. Anochiwa & Thank-God C. Onoja & Ikwor O. Ogbonnaya, 2019. "Oil price, energy consumption and carbon dioxide (CO2) emissions: insight into sustainability challenges in Venezuela," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-26, December.
- Ivan Borisov Todorov & Fernando Sánchez Lasheras, 2022. "Forecasting Applied to the Electricity, Energy, Gas and Oil Industries: A Systematic Review," Mathematics, MDPI, vol. 10(21), pages 1-15, October.
- Cansin Kemal Can, 2023. "Estimating Bohn's Fiscal Sustainability Model with Temporal Variation: Evidence from Turkey," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(1), pages 61-83.
- Pasrun Adam & Rosnawintang Rosnawintang & La Ode Saidi & La Tondi & La Ode Arsad Sani, 2018. "The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 90-94.
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
- Bolboaca Maria & Fischer Sarah, 2021.
"Unraveling News: Reconciling Conflicting Evidence,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 695-743, June.
- Maria Bolboaca & Sarah Fischer, 2019. "Unraveling News: Reconciling Conflicting Evidence," Working Papers 19.02, Swiss National Bank, Study Center Gerzensee.
- de Souza Vasconcelos, Camila & Hadad Júnior, Eli, 2023. "Forecasting exchange rate: A bibliometric and content analysis," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 607-628.
- Rachel Shields & Samer Ajour El Zein & Neus Vila Brunet, 2021. "An Analysis on the NASDAQ’s Potential for Sustainable Investment Practices during the Financial Shock from COVID-19," Sustainability, MDPI, vol. 13(7), pages 1-20, March.
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers 19/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Vijay Kumar, 2021. "What Customer Wants to Read in Your Proposal," European Journal of Marketing and Economics Articles, Revistia Research and Publishing, vol. 4, July -Dec.
- Campos-González, Jorge & Balcombe, Kelvin, 2024. "The race between education and technology in Chile and its impact on the skill premium," Economic Modelling, Elsevier, vol. 131(C).
Book Chapters
The following chapters of this book are listed in IDEAS- Klaus Neusser, 2016. "Introduction and Basic Theoretical Concepts," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 1, pages 3-24, Springer.
- Klaus Neusser, 2016. "Autoregressive Moving-Average Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 2, pages 25-44, Springer.
- Klaus Neusser, 2016. "Forecasting Stationary Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 3, pages 45-66, Springer.
- Klaus Neusser, 2016. "Estimation of the Mean and the Autocorrelation Function," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 4, pages 67-85, Springer.
- Klaus Neusser, 2016. "Estimation of ARMA Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 5, pages 87-108, Springer.
- Klaus Neusser, 2016. "Spectral Analysis and Linear Filters," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 6, pages 109-132, Springer.
- Klaus Neusser, 2016. "Integrated Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 7, pages 133-165, Springer.
- Klaus Neusser, 2016. "Models of Volatility," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 8, pages 167-193, Springer.
- Klaus Neusser, 2016. "Introduction," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 9, pages 197-199, Springer.
- Klaus Neusser, 2016. "Definitions and Stationarity," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 10, pages 201-206, Springer.
- Klaus Neusser, 2016. "Estimation of Mean and Covariance Function," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 11, pages 207-214, Springer.
- Klaus Neusser, 2016. "Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes)," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 12, pages 215-224, Springer.
- Klaus Neusser, 2016. "Estimation of Vector Autoregressive Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 13, pages 225-239, Springer.
- Klaus Neusser, 2016. "Forecasting with VAR Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 14, pages 241-253, Springer.
- Klaus Neusser, 2016. "Interpretation and Identification of VAR Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 15, pages 255-294, Springer.
- Klaus Neusser, 2016. "Cointegration," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 16, pages 295-324, Springer.
- Klaus Neusser, 2016. "State-Space Models and the Kalman Filter," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 17, pages 325-352, Springer.
- Klaus Neusser, 2016. "Generalizations of Linear Time Series Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 18, pages 353-367, Springer.
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