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Advanced econometrics
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Advanced econometrics
Chapter 13 : Univariate time series
By Lund University
Univariate time series
Univariate time series
Univariate time series
Stochastic process
Stationary stochastic process
AR(1) process
Random walk
MA(1) process
ARMA(p,q) process
The Lag operator and functions of lag operators
The lag operator and the ARMA process
The inverse of 1 + aL
Wold’s representation theorem
The inverse of an arbitrary lag polynomial
Unit root