Econometrics II
Έγγραφα
| Τύπος | Aρχείο  | Μέγεθος | Ημερομηνία | |
|---|---|---|---|---|
| Errata | 30/7/18 | |||
| A Simple Example of a Gaussian Process The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 353.78 KB | 24/2/17 | ||
| Addendum: ARMA Models with non-zero Mean The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 1.43 MB | 22/4/16 | ||
| An Example of an Inconsistent OLSE in the ARMA Context The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 1.71 MB | 8/4/17 | ||
| An Example: GARCH(1,1) Process (with Corrections (in red) 17/5/2016) The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 9.95 MB | 17/5/16 | ||
| ARMA Models as Linear Processes with Absolute Summability: Theory and Exercises The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 5.54 MB | 1/4/16 | ||
| Further Topics on ARMA Models (With Correction 21/04/16) The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 12.67 MB | 21/4/16 | ||
| Indicative Further Topics about Conditionally Heteroskedastic Models The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 11.68 MB | 22/5/16 | ||
| Notes on Introductory Notions of Stochastic Processes 1 (25/2/18) The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 79.71 KB | 25/2/18 | ||
| Notes on Introductory Notions of Stochastic Processes 2 (10/3/18) The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 57.46 KB | 18/3/18 | ||
| Notes on the EGARCH(1,1) Model (With Corrections 30/07/18) The notes are in a status of perpetual correction. Please report any typos to stelios@aueb.gr or the course's e-class. | 3.75 MB | 30/7/18 | ||
| Some Properties of the EGARCH(1,1) Model | 322.96 KB | 18/5/18 |
