Applied Time Series Econometrics (Q4666841)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2153232
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Applied Time Series Econometrics |
scientific article; zbMATH DE number 2153232 |
Statements
Applied Time Series Econometrics (English)
0 references
6 April 2005
0 references
vectorautoregression
0 references
structural vector autoregression
0 references
unit root
0 references
stationarity
0 references
univariate time series analysis
0 references
vector error correction models
0 references
heteroskedasticity
0 references
smooth transition regression modelling
0 references
nonparametric time series modelling
0 references
0.8313409090042114
0 references
0.8249574303627014
0 references
0.8091816306114197
0 references