This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental

This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretica

Part I. Unit roots and trend breaks -- Part II. Structural change

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example

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 rig