Applied Time Series Econometrics (Q4666841)
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scientific article; zbMATH DE number 2153232
Language | Label | Description | Also known as |
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English | Applied Time Series Econometrics |
scientific article; zbMATH DE number 2153232 |
Statements
Applied Time Series Econometrics (English)
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6 April 2005
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vectorautoregression
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structural vector autoregression
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unit root
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stationarity
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univariate time series analysis
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vector error correction models
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heteroskedasticity
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smooth transition regression modelling
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nonparametric time series modelling
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