000			01074nam a2200229 4500
005			20260529123639.0
008			260515b |||||||| |||| 00| 0 eng d
020			_a9783031888373
082			_a330.015195 NEU
100			_aNeusser, Klaus
245			_aTime series econometrics
250			_a2nd ed.
260			_aSwitzerland: _bSpringer; _cc2025.
300			_axxii, 429p.
490			_aSpringer texts in Business and Economics
500			_aIncludes bibliographical references and index.
520			_aThis 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.
650			_aEconometrics
650			_aMacroeconomics _vMonetary Economics _xFinancial Economics
650			_aStatistics for Business
942			_2ddc _n0 _cC
999			_c30811 _d30811