Chapter 9: Dynamic Models
Chapter in the book
Publisher:Mercury Learning and Information
By: Paul Turner
Paid access
|Jun 2021
Table of contents
Frontmatter
Contents
Preface
Acknowledgments
Chapter 1: Probability and the Statistical Foundations of Econometrics
Chapter 2: Statistical Inference
Chapter 3: The Bivariate Regression Model
Chapter 4: The Multivariate Regression Model
Chapter 5: Serial Correlation
Chapter 6: Heteroscedasticity, Functional Form, and Structural Breaks
Chapter 7: Binary Dependent Variables
Chapter 8: Stochastic Regressors
Chapter 9: Dynamic Models
Chapter 10: Time Series Analysis and ARIMA Modeling
Chapter 11: Unit Roots and Seasonality
Chapter 12: Cointegration
Chapter 13: Vector Autoregressions
Appendix: Answers to Odd Numbered Exercises
Index
19 chapters available
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PDF ISBN: 978-1-68392-659-7 | E-Pub ISBN: 978-1-68392-658-0 | Hardback ISBN: 978-1-68392-660-3 | DOI: https://doi.org/10.1515/9781683926597
Publisher: Mercury Learning and Information
Copyright owner: © 2021 Walter de Gruyter GmbH, Berlin/Boston
Publication date: 2021
Language: English
Pages: 374
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