This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a

This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univar

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationar

Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written f