Dynamic Econometrics (eBook, PDF)

Dynamic Econometrics (eBook, PDF)

Models and Applications

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"This book is a bold and confident advance in dynamic econometric theory and practice." I. Litvine, Professor in Statistics, Nelson Mandela University, Port Elizabeth, South Africa"This book is an outstanding contribution to econometrics, coming at a crucial time to fill a significant gap in the field."Maria do Rosário Grossinho, Professor of Analysis and Mathematical Finance ISEG - University of Lisbon PortugalThis textbook for advanced econometrics students introduces key concepts of dynamic non-stationary modelling. It discusses all the classic topics in time series analysis and linear mod...

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