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scientific article; zbMATH DE number 777596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 777596 |
Statements
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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