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This textbook offers a comprehensive introduction to time series econometrics, covering topics such as ARMA models, unit roots, and cointegration. It employs a "learn-by-doing" approach, providing practical examples to help readers develop models for forecasting, interpreting, and testing hypotheses concerning economic data.
Sub Title:
Edition: 3rd
Volume: N/A
Publisher: John Wiley & Sons, Incorporated
Publishing Year: 2009
ISBN: 978-0470505397
Pages: 421