This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowled
Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics an
This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical ap