Sumários
Cointegration analysis: applications
5 Maio 2021, 11:00 • Rita Sousa
Cointegration analysis: applications
Cointegration analysis: applications
5 Maio 2021, 09:30 • Rita Sousa
Cointegration analysis: applications
Introduction to multivariate models
28 Abril 2021, 11:00 • Rita Sousa
Multivariate Time Series Analysis and Its Applications . Weak Stationarity and Cross-Correlation Matrices. Granger causality. Vector Autoregressive Models. Vector Moving-Average Models. Vector ARMA Models.