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scientific article; zbMATH DE number 777596
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scientific article; zbMATH DE number 777596

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    24 July 1995
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    forecasting
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    spectral analysis
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    vector autoregressions
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    cointegration
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    asymptotic theory
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    exercises
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    ARMA processes
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    simultaneous equations
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    Bayesian analysis
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    Kalman filter
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    nonstationary time series
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    unit roots
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    heteroskedasticity
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    changes in regime
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    numerical methods
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    macroeconometrics
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    finance
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