Goodreads helps you keep track of books you want to read.
Start by marking “Time Series Econometrics” as Want to Read:
Time Series Econometrics
Enlarge cover
Rate this book
Clear rating
Open Preview

Time Series Econometrics

liked it 3.00  ·  Rating details ·  1 rating  ·  1 review
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. ...more
Hardcover, 409 pages
Published June 21st 2016 by Springer
More Details... Edit Details

Friend Reviews

To see what your friends thought of this book, please sign up.

Reader Q&A

To ask other readers questions about Time Series Econometrics, please sign up.

Be the first to ask a question about Time Series Econometrics

This book is not yet featured on Listopia. Add this book to your favorite list »

Community Reviews

Showing 1-5
liked it Average rating 3.00  · 
Rating details
 ·  1 rating  ·  1 review


More filters
 | 
Sort order
Start your review of Time Series Econometrics
J.
May 31, 2020 rated it liked it
While it covers extensively the theories of time series in econometrics it is too narrow in their application. The book provides many equational set ups and ways onto which mathematical procedures can be applied but does not provide a step-by-step explanation as to how to do it as it implies a rather deep mathematical understanding to get it on ones own. Also the book does not provide any code or guidance as to how to reproduce the ideas in a statistical package. It is therefore not suitable as ...more
Matthias
marked it as to-read
Dec 08, 2016
Nonok
marked it as to-read
Mar 16, 2019
E
marked it as to-read
Apr 21, 2020
Ana Tereza Vasconcellos
marked it as to-read
May 03, 2020
There are no discussion topics on this book yet. Be the first to start one »

News & Interviews

The must-read summer beach book is a kind of American tradition. The crash of the waves. The glare of the sun. The sand in the pages. Is t...
47 likes · 20 comments