Time Series and Panel Data Econometrics

by

Write The First Customer Review

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 rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It ...

Time Series and Panel Data Econometrics 2015, Oxford University Press, Oxford

ISBN-13: 9780198759980

Paperback

Select
Time Series and Panel Data Econometrics 2015, Oxford University Press, Oxford

ISBN-13: 9780198736912

Hardcover

Select