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This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretica

This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretica

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no tex

Forecasting and multiple regression analysis; Forecasting time series described by trend and irregular components; Forecasting seasonal time series; The box-jen

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines.