Nadège Jacques, Mariângela Freitas da Silveira, Pedro C Hallal, Ana M B Menezes, Bernardo Lessa Horta, Marilia Arndt Mesenburg, Fernando P Hartwig, Aluísio J D Barros
[Mask use during the COVID-19 pandemic in Brazil: results of the EPICOVID19-BR study]
Cadernos de saude publica
preface1difference equations12lag operators253stationary arma processes434forecasting725maximum likelihood estimation1176spectral analysis1527asymptotic distribution theory1808linear regression models2009linear systems simultaneous equations23310covariancestationary vector processes25711vector autoregressions29112bayesian analysis35113the kalman filter37214generalized method moments40915models nonstationary time series43516processes deterministic time trends45417univariate processes unit roots47518unit roots multivariate time series54419cointegration57120fullinformation maximum likelihood analysis cointegrated systems63021time series models heteroskedasticity65722modeling time series changes regime677a mathematical review704b statistical tables751c answers selected exercises769d greek letters mathematical symbols used text786author index789subject index792