Publication year: 2007
ISBN: 978-3-540-73291-4
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This excellent textbook presents an introduction to the time series analysis. It provides a good source of information for graduate and master students in economics and statistics. It is a well-written and easy to read book, illustrated by 56 good examples. Also, many important references are listed at the end of each chapter.This book presents to beginners a readable and easily accessible introduction to modern developments in time series econometrics and financial time series with an emphasis on basic concepts and practical applications. The book is a textbook consisting of seven chapters the greatest merit of this textbook is that it enables readers to grasp the basic framework of time-series econometrics without relying on extensive reading
Subject: Business and Economics, Cointegration, Granger Causality, Unit Roots, Vector Autoregressive Models, Volatility, calculus, econometrics, modeling