Springer Texts in Business and Economics - Time Series Econometrics
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Published By Springer International Publishing

9783319328614, 9783319328621

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Estimation of Vector Autoregressive Models

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_13 ◽

2016 ◽

pp. 225-239

Author(s):

Klaus Neusser

Keyword(s):

Autoregressive Models ◽

Vector Autoregressive Models ◽

Vector Autoregressive

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Introduction and Basic Theoretical Concepts

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_1 ◽

2016 ◽

pp. 3-24

Author(s):

Klaus Neusser

Keyword(s):

Theoretical Concepts

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Estimation of ARMA Models

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_5 ◽

2016 ◽

pp. 87-108

Author(s):

Klaus Neusser

Keyword(s):

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Cointegration

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_16 ◽

2016 ◽

pp. 295-324

Author(s):

Klaus Neusser

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Introduction

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_9 ◽

2016 ◽

pp. 197-199

Author(s):

Klaus Neusser

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Integrated Processes

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_7 ◽

2016 ◽

pp. 133-165

Author(s):

Klaus Neusser

Keyword(s):

Integrated Processes

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Estimation of the Mean and the Autocorrelation Function

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_4 ◽

2016 ◽

pp. 67-85

Author(s):

Klaus Neusser

Keyword(s):

Autocorrelation Function ◽

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Forecasting Stationary Processes

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_3 ◽

2016 ◽

pp. 45-66

Author(s):

Klaus Neusser

Keyword(s):

Stationary Processes

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State-Space Models and the Kalman Filter

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_17 ◽

2016 ◽

pp. 325-352

Author(s):

Klaus Neusser

Keyword(s):

Kalman Filter ◽

State Space ◽

State Space Models

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Spectral Analysis and Linear Filters

Springer Texts in Business and Economics - Time Series Econometrics ◽

10.1007/978-3-319-32862-1_6 ◽

2016 ◽

pp. 109-132

Author(s):

Klaus Neusser

Keyword(s):

Spectral Analysis ◽

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