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This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.
It is distinct from other time series texts in the s..more
It is distinct from other time series texts in the s..more
Published December 1st 2015 by Oxford University Press, USA (first published September 10th 2015)
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Goodreads helps you keep track of books you want to read.
Start by marking “Time Series and Panel Data Econometrics” as Want to Read:
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This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.
It is distinct from other time series texts in the s..more
It is distinct from other time series texts in the s..more
Published November 17th 2015 by Oxford University Press, USA (first published September 10th 2015)
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Nov 30, 2016
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Mar 15, 2018
Mar 15, 2018
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