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