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Time Series Analysis: Christian Kleiber PDF

14 Pages·2012·English
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by ['Mak Nas']| 2012| 14 pages| English

About Time Series Analysis: Christian Kleiber

Time Series Analysis Christian Kleiber Universit"t Basel a. Smoothing and decomposition methods Stationary stochastic processes ARIMA models Nonstationarity: Unit roots and cointegration (some of) time series regression and structural change (if time permits) GARCH models Time Series Analysis time series regression: Ordinary / weighted / generalized least squares estimation (OLS, WLS, GLS) Gauss-Markov theorem Inference (t and F tests

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Author:['Mak Nas']
Publication Year:2012
Pages:14
Language:English
Format:PDF
Price:FREE
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