俄亥俄州立大学教授Robert de Jong教授的时间序列讲义
整理不易,收取少量论坛币。
Chapter1 Stationary Time Series
Chapter2 ARMA Models
Chapter3 Spectral Analysis
Chapter4 Asymptotic Distribution Theory
Chapter5 Linear Regressions
Chapter6 Vector Autoregression
Chapter7 Processes with Deterministic Trends
Chapter8 Univariate Processes with Unit Roots
Chapter9 Multivariate Unit Root Processes and Cointegration
Chapter10 Further Topics


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