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

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

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

Time-series analysis.