Applied Econometric Time Series
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen.
This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.
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Review: Applied Econometric Time SeriesUser Review - Anar - Goodreads
Review: Applied Econometric Time SeriesUser Review - Jim - Goodreads
A decent book, not to hard, but you have to be fairly good with advanced algebra. I used it for a Masters Level class on Time Series Economics. Read full review