Time series and spectral methods in econometrics
Year of publication: |
1992
|
---|---|
Authors: | Granger, C. W. J. ; Watson, Mark W. |
Published in: |
Handbook of econometrics ; Vol. 2. - Amsterdam [u.a.] : North-Holland, ISBN 0-444-86186-6. - 1992, p. 979-1022
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Time-series-based econometrics : unit roots and co-integrations
Hatanaka, Michio, (1996)
-
Jern, Benny, (1994)
- More ...
-
Time series and spectral methods in econometrics
Granger, C. W. J., (1984)
-
Forecasting in business and economics
Granger, C. W. J., (1989)
-
Modelling nonlinear economic relationships
Granger, C. W. J., (1993)
- More ...