Catalog Content |
Introduction and Data Set Preparation; What is a Time Series; Time Series Models with Difference Equations; Linear Time Series Models; Stationarity in Time Series and Unit Root Tests; Structural Break Tests in Time Series and Seasonal Unit Root Tests; Vector Autoregressive Models; Cointegration and Error Correction Models 1; Cointegration and Error Correction Models 2; Granger Causality Models; ARDL Models; Application; Application; Application. |