Macroeconometrics and time series analysis

"Time series methodology represents the language for much of empirical economics. The entries in this volume cover both the mathematical foundations of time series as well as their application in a range of contexts, in particular macroeconomics. The entries reflect both the increasing mathemat...

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Bibliographic Details
Institution:ETUI-European Trade Union Institute
Format: TEXT
Language:English
Published: Basingstoke 2009
Palgrave Macmillan
Subjects:
Online Access:https://www.labourline.org/KENTIKA-19184053124919022359-Macroeconometrics-and-time-ser.htm
Description
Summary:"Time series methodology represents the language for much of empirical economics. The entries in this volume cover both the mathematical foundations of time series as well as their application in a range of contexts, in particular macroeconomics. The entries reflect both the increasing mathematical sophistication of time series econometrics as well as advances in understanding how these tools can elucidate fundamental economic questions."
Physical Description:406 p.
Paper