Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental

This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretica

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods