Neusser, Klaus

Time series econometrics - 2nd ed. - Switzerland: Springer; c2025. - xxii, 429p. - Springer texts in Business and Economics .

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.

9783031888373


Econometrics
Macroeconomics--Financial Economics--Monetary Economics
Statistics for Business

330.015195 NEU