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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
Time Series Econometrics
Language: en
Pages: 409
Authors: John D. Levendis
Categories: Business & Economics
Type: BOOK - Published: 2019-01-31 - Publisher: Springer

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In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example
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:
Authors: Pierre Perron
Categories: Econometrics
Type: BOOK - Published: 2018 - Publisher:

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Part I. Unit roots and trend breaks -- Part II. Structural change
Applied Time Series Econometrics
Language: en
Pages: 351
Authors: Helmut Lütkepohl
Categories: Business & Economics
Type: BOOK - Published: 2004-08-02 - Publisher: Cambridge University Press

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