The topics include VAR, VEC, SVAR, SVEC, STR and nonparametric time series modelling. All examples in the book (Applied Time Series Econometrics) can be reproduced with JMulTi.
Contributors are Jörg Breitung, Ralf Brüggemann, Helmut Herwartz, Markus Krätzig, Helmut Lütkepohl, Timo Teräsvirta, and Rolf Tschernig.
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