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Macroeconomic time-series analysis

BOOK CHAPTER published 14 December 2010 in Introduction to Estimating Economic Models

Introducing Dynamic Time Series Models

BOOK CHAPTER published 2015 in Introduction to Time Series Analysis

Static Time Series Models and Ordinary Least Squares Estimation

BOOK CHAPTER published 2015 in Introduction to Time Series Analysis

Analysis of Time Series Using ARMA Models

BOOK CHAPTER published 10 August 2020 in Introduction to Time Series Modeling

Authors: Genshiro Kitagawa

Probability Models for Time Series

BOOK CHAPTER published 1984 in The Analysis of Time Series: An Introduction

Authors: C. Chatfield

Probability Models for Time Series

BOOK CHAPTER published 1980 in The Analysis of Time Series: An Introduction

Authors: C. Chatfield

Autoregressive Moving Average Models

BOOK CHAPTER published 2015 in Introduction to Time Series Analysis

State Space Models

BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis

Vector Error Correction Models

BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis

Estimation of VARMA Models

BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis

Models for Integrated and Cointegrated Data

BOOK CHAPTER published 2015 in Introduction to Time Series Analysis

Multivariate ARCH and GARCH Models

BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis

Bilinear Time Series Models

BOOK CHAPTER published 1984 in An Introduction to Bispectral Analysis and Bilinear Time Series Models

Authors: T. Subba Rao | M. M. Gabr

Estimation of Vector Error Correction Models

BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis

Periodic VAR Processes and Intervention Models

BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis

State Space Models

BOOK CHAPTER published 1993 in Introduction to Multiple Time Series Analysis

Authors: Helmut Lütkepohl

State Space Models

BOOK CHAPTER published 1991 in Introduction to Multiple Time Series Analysis

Authors: Helmut Lütkepohl

Models for Categorical Time Series

OTHER published 23 January 2018 in An Introduction to Discrete‐Valued Time Series

Estimation of VARMA Models

BOOK CHAPTER published 1991 in Introduction to Multiple Time Series Analysis

Authors: Helmut Lütkepohl

Estimation of VARMA Models

BOOK CHAPTER published 1993 in Introduction to Multiple Time Series Analysis

Authors: Helmut Lütkepohl