Time series and panel data econometrics

By: Pesaran, M. Hashem
Material type: TextTextPublisher: Oxford Oxford University Press 2015Description: xxx, 1064 p.ISBN: 9780198759980Subject(s): Econometrics | Time-series analysis | Panel analysisDDC classification: 330.015195 Summary: 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. https://global.oup.com/academic/product/time-series-and-panel-data-econometrics-9780198759980?q=9780198759980&lang=en&cc=in#
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Books Vikram Sarabhai Library
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Non-fiction 330.015195 P3T4 (Browse shelf) Available 194017

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.

https://global.oup.com/academic/product/time-series-and-panel-data-econometrics-9780198759980?q=9780198759980&lang=en&cc=in#

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