Hamilton-Time Series Analysis
介绍
-
contents
- 1.Difference Equations
- 2.Lag Operators
- 3.Stationary ARMA Processes
- 4.Forecasting
- 5.Maximum Likeihood
- 6.Spectral Analysis
- 7.Asymptotic Distribution Theory
- 8.Linear Regression Models
- 9.Linear Systems of Simultaneous Equations
- 10.Covariance-Stationary Vector Processes
- 11.Vector Autoregressions
- 12.Bayesian Ayalysis
- 13.The Kalman Filter
- 14.Generalized Method of Moments
- 15.Models of Nonstationary Time Series
- 16.Processes with Deterministic Time Trends
- 17.Univariate Processes with Unit Roots
- 18.Unit Roots in Multivariate Time Series
- 19.Cointegration
- 20.Full-Information Maximum Likelihood Analysis of Cointegrared Systems
- 21.Time Series Models of Heterokedasticity
- 22.Modeling Time Series with Changes in Regime
|
下载地址
------分隔线----------------------------
