Description

Book Synopsis
The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

Table of Contents
PART I: INTRODUCTION TO ECONOMETRICS; PART II: STATISTICAL THEORY; PART III: STOCHASTIC PROCESSES; PART IV: UNIVARIATE TIME SERIES MODELS; PART V: MULTIVARIATE TIME SERIES MODELS; PART VI: PANEL DATA ECONOMETRICS; PART VII: APPENDICES

Time Series and Panel Data Econometrics

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    £999.99

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    A Paperback by M. Hashem Pesaran

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      View other formats and editions of Time Series and Panel Data Econometrics by M. Hashem Pesaran

      Publisher: Oxford University Press
      Publication Date: 10/1/2015 12:00:00 AM
      ISBN13: 9780198759980, 978-0198759980
      ISBN10: 0198759983

      Description

      Book Synopsis
      The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

      Table of Contents
      PART I: INTRODUCTION TO ECONOMETRICS; PART II: STATISTICAL THEORY; PART III: STOCHASTIC PROCESSES; PART IV: UNIVARIATE TIME SERIES MODELS; PART V: MULTIVARIATE TIME SERIES MODELS; PART VI: PANEL DATA ECONOMETRICS; PART VII: APPENDICES

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