TY - BOOK AU - Neusser, Klaus TI - Time series econometrics T2 - Springer texts in Business and Economics SN - 9783031888373 U1 - 330.015195 NEU PY - 2025/// CY - Switzerland PB - Springer KW - Econometrics KW - Macroeconomics KW - Monetary Economics KW - Financial Economics KW - Statistics for Business N1 - Includes bibliographical references and index N2 - 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 ER -