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by
Teräsvirta, Timo. author
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conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models
by
White, Halbert, editor.
Publisher description http://www.loc.gov/catdir/enhancements/fy0608/00269214-d.html
Table of contents only http://www.loc.gov/catdir/enhancements/fy0608/00269214-t.html
Table of contents only http://www.loc.gov/catdir/enhancements/fy0608/00269214-t.html
Format:
Alıntı:
reflected in the book with attention given to tests for unit roots and cointegration, tests of
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