Publication:4840212
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zbMath0831.62061MaRDI QIDQ4840212
Publication date: 24 July 1995
Bayesian analysis; numerical methods; Kalman filter; cointegration; spectral analysis; forecasting; finance; asymptotic theory; unit roots; simultaneous equations; vector autoregressions; exercises; heteroskedasticity; ARMA processes; nonstationary time series; changes in regime; macroeconometrics
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
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