Time Series Analysis for the Social Sciences
€124.90
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Product Information
| ISBN | 9780521871167 |
|---|---|
| Publisher | Cambridge University Press |
| Price (excl. tax) | €117.83 |
| Tax | €7.07 |
| Price (incl. tax) | €124.90 |
| Availability | 1 unit in external warehouse |
Product Description
Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.