Time Series Econometrics - Learning Through Replication (Levendis John D.)(Pevná vazba) - diskuze

Chapter 1: Introduction.- Chapter 2: ARMA (p, q) Processes.- Chapter 3: Non-Stationary and ARIMA (p, d, q) Processes.- Chapter 4: Unit Root and Stationarity Tests.- Chapter 5: Structural Breaks and Non-Stationairty.- Chapter 6: ARCH, GARCH and Time-Varying Variance.- Chapter 7: Multiple Time Series and Vector Autoregressions.- Chapter 8: Multiple Time Series and
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