book
Applied econometric time series
Assuming only a basic understanding of multiple regression analysis, this classic introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. Numerous real-world examples from fields ranging from agricultural economics to transnational terrorism further illustrate the various techniques. This new edition reflects both sound and recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models,
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