This chapter provides the motivations of using series methods that include (1) in what circumstances one may use series methods, (2) what are their advantages and disadvantages, (3) brief comparison between series methods and their arch competitor, and (4) several motivated examples in modern econometrics and statistics where series methods play an important role.

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Motivations

  • Chaohua Dong,
  • Jiti Gao

摘要

This chapter provides the motivations of using series methods that include (1) in what circumstances one may use series methods, (2) what are their advantages and disadvantages, (3) brief comparison between series methods and their arch competitor, and (4) several motivated examples in modern econometrics and statistics where series methods play an important role.