Nonlinear cointegration and time series analysis represent a dynamic area of research that extends the classical framework of cointegration by allowing the long-run equilibrium relationships among ...
This course is available on the MSc in Applicable Mathematics, MSc in Econometrics and Mathematical Economics, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial ...
1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback