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The Econometric Analysis of Time Series
Language: en
Pages: 387
Authors: Andrew C. Harvey
Categories: Econometrics
Type: BOOK - Published: 1990 - Publisher:

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Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playi
Time Series Econometrics
Language: en
Pages: 421
Authors: Klaus Neusser
Categories: Business & Economics
Type: BOOK - Published: 2016-06-14 - Publisher: Springer

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This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental
The Econometric Analysis of Seasonal Time Series
Language: en
Pages: 258
Authors: Eric Ghysels
Categories: Business & Economics
Type: BOOK - Published: 2001-06-18 - Publisher: Cambridge University Press

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Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series,
The Econometric Analysis of Time Series
Language: en
Pages: 418
Authors: Andrew C. Harvey
Categories: Business & Economics
Type: BOOK - Published: 1990 - Publisher: MIT Press

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The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas a
Time Series and Panel Data Econometrics
Language: en
Pages: 1095
Authors: M. Hashem Pesaran
Categories: Business & Economics
Type: BOOK - Published: 2015 - Publisher: Oxford University Press, USA

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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 rig