Applied time series econometrics / Lutkepohl, Helmut.

Applied econometric time series / Enders, Walter, 1948-

Applied econometric time series / Enders, Walter, 1948-

Economic time series : modeling and seasonality / Bell, William R., 1943-

data issues -- Regression analysis with time series data. Basic regression analysis with time series

regression analysis with time series data ; Further issues in using OLS with time series data ; Serial

challenges of our time. What explains a pattern of extreme destitution for billions combined with plutocratic

time series models -- Multivariate time series models -- Models based on panel data -- Appendix A

-- Stationary and Nonstationary Time Series -- Cointegration and Error Correction Models -- Asset Price

time-varying value-at-risk / Erick W. Rengifo and Jeroen V.K. Rombouts -- A risk and forecasting

continuous-time stochastic volatility models / Testing the martingale hypothesis / Autoregressive conditional

-- Running your own regression project -- Time-series models -- Dummy dependent variable techniques

Time-series analysis.

. 9. Univariate Time Series Analysis -- Ch. 10. Regression with Time Series Variables -- Ch. 11

testing -- Errors in variables -- Introduction to time-series analysis -- Models of expectations and

Dependent Variables -- 17. Limited Dependent Variables -- 18. Panel Data -- 19. Time Series Econometrics

-- Forecasting Seasonal Time Series / Philip Hans Franses -- Car and Affine Processes / Christium Gourieroux

finance -- Modeling univariate time series -- Approaches to ARIMA modeling and forecasting

lagged explanatory variables -- Univariate time series analysis -- Regression with time series variables

-- The identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic

/ James H. Stock and Mark W. Watson -- 2: A multivariate time series analysis of the data revision process

, modelling and regression -- Pt. IV. Regression with time-series data. 10. Trends, spurious regressions and

-equation models -- pt. 4. Time-series models.

. III. Extensions of the Basic Regression Model. Ch. 12. Time-Series Models. Ch. 13. Dummy Dependent