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|a AR-UNSa-BCEJYS
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|a 330.43
|x Econometría
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| 245 |
1 |
0 |
|a Time series econometrics
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| 020 |
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|a 978-3-319-32861-4
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| 264 |
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1 |
|a Suiza :
|b Springer
|c 2016
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| 300 |
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|a xxiv, 409 p.
|c 24 cm.
|
| 505 |
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|a 1. Introduction - 2. ARMA models - 3. Forecasting stationary processes - 4. Estimation of Mean and ACF - 5.Estimation of ARMA Models - 6. Spectral Analysis and Linear Filters - 7. Integrated Processes - 8. Models of Volatility -- Part II Multivariate Time series analysis - 9. Introducion - 10. Definitions and stationarity - 11. Estimation of Covariance Function - 12. VARMA Processes - 13. Estimation of VAR Models - 14. Forecasting with VAR Models - 15. Interpretation of VAR Models - 16. Co-integration - 17. Kalman Filter.- 18. Generalizations of linear models
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| 041 |
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|c BK
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| 590 |
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|a niveau_biblio:m niveau_hierar:0
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| 100 |
1 |
|
|a Neusser, Klaus
|
| 856 |
4 |
1 |
|u https://biblioeco.unsa.edu.ar/pmb/images/libros/L126255.jpg
|y Imagen de portada
|q image/jpeg
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| 999 |
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