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Time Series Econometrics


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Table of Contents

Chapter 1: Introduction.- Chapter 2: ARMA (p,q) Processes.- Chapter 3: Non-Stationary and ARIMA (p,d,q) Processes.- Chapter 4: Unit Root and Stationarity Tests.- Chapter 5: Structural Breaks and Non-Stationairty.- Chapter 6: ARCH, GARCH and Time-Varying Variance.- Chapter 7: Multiple Time Series and Vector Autoregressions.- Chapter 8: Multiple Time Series and Cointegration.

About the Author

John Levendis is an Associate Professor of Economics at Loyola University New Orleans, and is the Dr. John V. Connor Professor of Economics and Finance. Professor Levendis earned his Ph.D. in Economics from the University of Iowa. He has taught at Cornell College, the Economics University of Prague, the University of Iowa, and Southeastern Louisiana University.

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