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This textbook provides a comprehensive introduction to time-series econometrics, focusing on practical application and real-world data. It emphasizes a "learn-by-doing" approach, guiding readers through techniques for forecasting, interpreting, and testing economic models. The 4th edition includes updated content on multivariate GARCH models, autoregressive distributed lags, and nonlinear models.
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Edition: 4th
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Publisher: Wiley
Publishing Year: 2014
ISBN: 978-1-118-80856-6
Pages: 1