1st Edition
Time Series Models In econometrics, finance and other fields
244 Pages
by
Chapman & Hall
240 Pages
by
Chapman & Hall
244 Pages
by
Chapman & Hall
Also available as eBook on:
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book... Read more
Statistical Aspects of ARCH and Scholastic Volatility
Likelihood-Based Inference for Cointegration of Some Non-Stationary Time Series
Forecasting in Macroeconomics
Longitudinal Panel Data: An Overview of Current Methodology
Likelihood-Based Inference for Cointegration of Some Non-Stationary Time Series
Forecasting in Macroeconomics
Longitudinal Panel Data: An Overview of Current Methodology
Biography
D. R. Cox, D. V. Hinkley, O. E. Barndorff-Nielsen
