Econometrics II

Έγγραφα

Επάνω
ΤύποςAρχείο ΚάτωΜέγεθοςΗμερομηνία
Tutorial 1: A Gaussian Process, Stationarity and Ergodicity, A Long Memory Process.  366.9 KB11/2/18
Tutorial 2: a Linear Model with Endogeneity.  325.85 KB11/2/18
Tutorial 4: Numerical Implementation of the Gaussian QMLE for the ARMA(1,1) process using Matlab  4.42 KB11/2/18
Tutorial 6: Derivation of the Gaussian QMLE in the GARCH Model. The EGARCH Model.  1.85 KB11/2/18
Tutorial 8: Spurious Regression and Co-integration.  540.2 KB11/2/18