Applied Econometric Time Series

Ranked #10 in Econometrics, Ranked #50 in Business Statistics

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. less

Similar Books

If you like Applied Econometric Time Series, check out these similar top-rated books:


Learn: What makes Shortform summaries the best in the world?