书名:Computer-Aided Introduction to Econometrics
作者:Juan M. Rodriguez Poo文件格式:PDF
文件大小:2.33M
页数:349
资料类别:Econometrics
影印版
是否缺页:不缺
目录:
1 Univariate Linear Regression Model 1 Ignacio Moral and Juan M. Rodriguez-Poo 2 Multivariate Linear Regression Model 45 Teresa Aparicio and Inmaculada Villanua 3 Dimension Reduction and Its Applications 121 Pavel _ C___zek and Yingcun Xia 4 Univariate Time Series Modelling 163 Paz Moral and Pilar Gonz_alez 5 Multiplicative SARIMA models 225 Rong Chen, Rainer Schulz and Sabine Stephan 6 AutoRegressive Conditional Heteroscedastic Models 255 Pilar Olave and Jos_e T. Alcal_a 7 Numerical Optimization Methods in Econometrics 287 Lenka _ C___zkov_a Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328 Index 329