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Applied time series econometries

Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accompl...

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Format: Livre
Langue:Undetermined
Publié: Cambridge, UK Cambridge University Press 2004
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ