Time series econometrics

By:

Neusser, Klaus

Material type: Text

TextSeries: Springer texts in Business and EconomicsPublication details: Switzerland: Springer; c2025.Edition: 2nd edDescription: xxii, 429pISBN:

9783031888373

Subject(s):

DDC classification:

330.015195 NEU

Summary: This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and its relation to the basic properties of covariance funtions, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure.

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Holdings
Item type	Current library	Call number	Status	Barcode
Book	IMI Delhi	330.015195 NEU (Browse shelf(Opens below))	Available	22400

Includes bibliographical references and index.

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and its relation to the basic properties of covariance funtions, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure.

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