Models for Dependent Time Series by Granville Tunnicliffe-Wilson, Marco Reale and John Haywood
Material type:
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
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Institute of Management | General | 519.5 TUN (Browse shelf(Opens below)) | Available | M0031783 |
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1. Introduction and overview
2. Lagged regression and autoregressive models
3. Spectral analysis of dependent series
4. Estimation of vector autoregressions
5. Graphical modeling of structural VARs
6. VZAR : an extension of the VAR model
7. Continuous time VZAR models
8. Irregularly sampled series
9. Linking graphical, spectral and VZAR methods.
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