Models for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood.

By:

Tunnicliffe-Wilson, Granville [Author]

Contributor(s):

Material type: Text

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781420011500
9781584886501

Subject(s):

Genre/Form:

Electronic Books.

LOC classification:

QA280 .M634 2015

Online resources:

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Available additional physical forms:

Contents:

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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Holdings
Item type	Current library	Collection	Call number	URL	Status	Date due	Barcode
Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)	G. Allen Fleece Library ONLINE	Non-fiction	QA280 (Browse shelf(Opens below))	Link to resource	Available		ocn913955525

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Includes bibliographical references.

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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