Pesaran, M. Hashem

Time series and panel data econometrics - Oxford Oxford University Press 2015 - xxx, 1064 p.

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

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.


Time-series analysis
Panel analysis

330.015195 / P3T4

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