Princeton University Library Catalog

Introduction to modern time series analysis / Gebhard Kirchgässner, Jürgen Wolters.

Author:
Kirchgässner, Gebhard [Browse]
Format:
Book
Language:
English
Published/​Created:
Berlin ; New York : Springer, ©2007.
Description:
ix, 274 pages : illustrations ; 24 cm
Bibliographic references:
Includes bibliographical references and indexes.
Contents:
Introduction and basics -- Univariate stationary processes -- Granger causality -- Vector autoregressive processes -- Nonstationary processes -- Cointegration -- Autoregressive conditional heteroskedasticity.
Subject(s):
Time-series analysis [Browse]
ISBN:
  • 9783540732907 ((alk. paper))
  • 354073290X ((alk. paper))
  • 3540732918
  • 9783540732914
  • 9783540687351 ((pbk.))
  • 3540687351 ((pbk.))
LCCN:
2007932230
OCLC:
166357839
Author:
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