Introduction to modern time series analysis.

DOI10.1007/978-3-642-33436-8zbMATH Open1251.91001OpenAlexW4293204865MaRDI QIDQ455377FDOQ455377

Authors: Jürgen Wolters, Uwe Hassler, Gebhard Kirchgaessner 

Publication date: 5 October 2012

Published in: Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33436-8

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Cited In (12)

• Topics in dynamic model analysis. Advanced matrix methods and unit-root econometrics representation theorems.
• Applied Time Series Econometrics
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• Testing conditional heteroscedasticity with systematic sampling of time series
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• Time series and panel data econometrics
• Mathematical Foundations of Time Series Analysis
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• Persistence under temporal aggregation and differencing
• Time series analysis in economics: a brief survey and prospect
• Introduction to modern time series analysis

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