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New Introduction to Multiple Time Series Analysis
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Introduction
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Chapter 2
Stable Vector Autoregressive Processes
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Chapter 3
Estimation of Vector Autoregressive Processes
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Chapter 4
VAR Order Selection and Checking the Model Adequacy
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Chapter 5
VAR Processes with Parameter Constraints
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Chapter 6
Vector Error Correction Models
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Chapter 7
Estimation of Vector Error Correction Models
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Chapter 8
Specification of VECMs
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Chapter 9
Structural VARs and VECMs
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Chapter 10
Systems of Dynamic Simultaneous Equations
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Chapter 11
Vector Autoregressive Moving Average Processes
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Chapter 12
Estimation of VARMA Models
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Chapter 13
Specification and Checking the Adequacy of VARMA Models
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Chapter 14
Cointegrated VARMA Processes
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Chapter 15
Fitting Finite Order VAR Models to Infinite Order Processes
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Chapter 16
Multivariate ARCH and GARCH Models
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Chapter 17
Periodic VAR Processes and Intervention Models
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Chapter 18
State Space Models
Overall attention for this book and its chapters
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Mentioned by
blogs
3
blogs
policy
1
policy source
twitter
23
X users
syllabi
3
institutions with syllabi
facebook
1
Facebook page
wikipedia
1
Wikipedia page
Citations
dimensions_citation
2864
Dimensions
Readers on
mendeley
2192
Mendeley
Book overview
1. Introduction
2. Stable Vector Autoregressive Processes
3. Estimation of Vector Autoregressive Processes
4. VAR Order Selection and Checking the Model Adequacy
5. VAR Processes with Parameter Constraints
6. Vector Error Correction Models
7. Estimation of Vector Error Correction Models
8. Specification of VECMs
9. Structural VARs and VECMs
10. Systems of Dynamic Simultaneous Equations
11. Vector Autoregressive Moving Average Processes
12. Estimation of VARMA Models
13. Specification and Checking the Adequacy of VARMA Models
14. Cointegrated VARMA Processes
15. Fitting Finite Order VAR Models to Infinite Order Processes
16. Multivariate ARCH and GARCH Models
17. Periodic VAR Processes and Intervention Models
18. State Space Models
Summary
Blogs
Policy documents
X
Syllabi
Facebook
Wikipedia
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
5
syllabi from
3
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
University of Michigan-Ann Arbor
2
Economics
Université de Montréal
2
Unknown
Phillips-Universität Marburg
1
Economics, Business