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)
Recommendations
Cited in
(12)- Topics in dynamic model analysis. Advanced matrix methods and unit-root econometrics representation theorems.
- Applied Time Series Econometrics
- scientific article; zbMATH DE number 5294498 (Why is no real title available?)
- Testing conditional heteroscedasticity with systematic sampling of time series
- scientific article; zbMATH DE number 1825545 (Why is no real title available?)
- scientific article; zbMATH DE number 5380224 (Why is no real title available?)
- Time series and panel data econometrics
- Mathematical Foundations of Time Series Analysis
- Persistence under temporal aggregation and differencing
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- Time series analysis in economics: a brief survey and prospect
- Introduction to modern time series analysis
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