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3by Wei, William W STable of Contents: “…Fundamental concepts -- 3. Stationary time series models -- 4. Nonstationary time series models -- 5. …”
Published 1990
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4by Hamilton, James DouglasTable of Contents: “…Time series models of heteroscedasticity -- 22. Modeling time series with changes in regime -- A. …”
Published 1994
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9Published 2004Table of Contents: “…Initial tasks and overview / Helmut Lütkepohl -- 2. Univariate time series analysis / Helmut Lütkepohl -- 3. Vector autoregressive and vector error correction models / Helmut Lütkepohl -- 4. …”
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