The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. ...
Continue readingThis excellent textbook presents an introduction to the time series analysis. It provides a good source of information for ...
Continue readingThe material contained in this book originated in interrogations about modern practice in time series analysis. • Why do ...
Continue readingClassical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots ...
Continue reading