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Main page » Non-Fiction » Economics and Management » Applied Econometric Time Series

Applied Econometric Time Series


The material covered in the book includes concepts of linear regression, univariate and multivariate time series modelling and their implementation in EViews. Chapter 1 briefly introduces commands, structure and programming language of the EViews package. Chapter 2 provides an overview of the regression analysis and its inference. Chapters 3 to 5 cover some topics of univariate time series analysis including linear models, GARCH models of volatility, unit root tests. Chapter 6 introduces modelling of multivariate time series.

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Tags: Chapter, series, modelling, analysis, EViews, Series, Econometric