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Time Series and Panel Data Econometrics

M. Hashem Pesaran

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.001.0001
Subject:
Economics and Finance, Econometrics

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides an account of the time series techniques ... More


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