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Michael Schröder (Hrsg.) Basistechniken, Fortgeschrittene Verfahren, Prognosemodelle 2., überarbeitete Auflage 2012 Schäffer-Poeschel Verlag Stuttgart IX Inhaltsübersicht Vorwort zur zweiten Auflage ...
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econometrics. Underlying this approach is the idea that a stochastic process may under certain conditions be represented in terms …
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Limit theory involving stochastic integrals is now widespread in time series econometrics and relies on a few key … applications in econometrics involve a cointegration framework where endogeneity and nonlinearity play a major role and lead to …
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