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A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricia

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods,

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models h

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