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Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics

ISBN 9780198759980
Edition 0th
Publisher Oxford University Press
Author(s)
Publication Date
Overview
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.
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