Analysis of integrated and cointegrated time series with R
Bernhard Pfaff
| Year of publication: |
2008 ; 2. ed.
|
|---|---|
| Authors: | Pfaff, Bernhard |
| Publisher: |
New York, NY : Springer |
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | VAR-Modell | VAR model | ARMA-Modell | ARMA model | Theorie | Theory | R <Programm> |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [deposit.dnb.de] |
| Extent: | XX, 188 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. [169] - 175 |
| ISBN: | 0-387-75966-2 ; 978-0-387-75966-1 ; 978-0-387-75967-8 |
| Classification: | Mathematische Statistik ; Anwendungssoftware |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003679356