Book contents
- Frontmatter
- Contents
- List of Adopted Notations
- Preface
- Chapter 1 Introduction
- Part I Traditional Methods
- Part II Probabilistic and Statistical Properties of Stationary Processes
- Chapter 5 Some Results on the Univariate Processes
- Chapter 6 The Box and Jenkins Method for Forecasting
- Chapter 7 Multivariate Time Series
- Chapter 8 Time-series Representations
- Chapter 9 Estimation and Testing (Stationary Case)
- Part III Time-series Econometrics: Stationary and Nonstationary Models
- Part IV State-space Models
- References
- Tables
- Index
Chapter 8 - Time-series Representations
Published online by Cambridge University Press: 30 January 2010
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Book contents
- Frontmatter
- Contents
- List of Adopted Notations
- Preface
- Chapter 1 Introduction
- Part I Traditional Methods
- Part II Probabilistic and Statistical Properties of Stationary Processes
- Chapter 5 Some Results on the Univariate Processes
- Chapter 6 The Box and Jenkins Method for Forecasting
- Chapter 7 Multivariate Time Series
- Chapter 8 Time-series Representations
- Chapter 9 Estimation and Testing (Stationary Case)
- Part III Time-series Econometrics: Stationary and Nonstationary Models
- Part IV State-space Models
- References
- Tables
- Index
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- Time Series and Dynamic Models , pp. 250 - 301Publisher: Cambridge University PressPrint publication year: 1996