Long-memory time series: Theory and methods

...
Author:  Wilfredo Palma

110 downloads 1284 Views 2MB Size Report

This content was uploaded by our users and we assume good faith they have the permission to share this book. If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site. Start by pressing the button below!

Report copyright / DMCA form

Recommend Documents

LONG-MEMORY TIME SERIES Theory and Methods Wilfred0 Palma Pontificia UniversidadCatolica de Chile 1 i/:~ZIWILEY 200...

Nonlinear Time Series: Nonparametric and Parametric Methods Jianqing Fan Qiwei Yao SPRINGER Springer Series in Stati...

Monographs on Statistics and Applied Probability 108 Nonlinear Time Series Semiparametric and Nonparametric Methods © ...

Nonlinear Time Series: Nonparametric and Parametric Methods Jianqing Fan Qiwei Yao SPRINGER Springer Series in Stati...

Chapter 1 Regression Models 1.1 Introduction Regression models form the core of the discipline of econometrics. Althoug...