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Oxford University Press - Time Series and Panel Data Econometrics

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Description

Master advanced statistical methods with Time Series and Panel Data Econometrics from Oxford University Press. This text focuses on recent developments in techniques used to analyze macroeconomic and financial data. It offers a rigorous yet user-friendly approach to univariate and multivariate time series models. Unlike many standard texts, this book provides a coherent integration of time series, multivariate analysis, and panel data models. It is built upon the author's extensive research, making it a valuable resource for those studying complex data structures. Whether you are examining individual time series or working with panel data, this book serves as a comprehensive guide for modern econometric analysis.

Key Features

Covers recent developments in time series and panel data techniques for macroeconomic and financial data analysis.

Provides a rigorous and user-friendly account of univariate and multivariate time series models.

Includes specialized coverage of panel data models to complement standard time series texts.

Offers a coherent integration of multivariate analysis, time series, and panel data models.

Developed from the author's extensive research in the fields of time series and panel data.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 October 2015
Listed Since
10 July 2015

Barcode

No barcode data available

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