Introduction to Modern Time Series Analysi, 2nd Edition
English | 331 pages | ISBN-10: 3642334350 | PDF | 3,88 MB
This book presents modern developments in time series
econometrics that are applied to macroeconomic and financial time series
, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series
, which may be stationary or nonstationary. Modelling and forecasting univariate time series
is the starting point.