RICHARD HARRIS – APPLIED TIME SERIES MODELLING & FORECASTING

Modelling and Forecasting Applied Time Series. There is a relatively non-technical introduction to applied time series econometrics. As much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.

The book is based on an earlier title. Econometric Modelling uses cointegration analysis Richard Harris is a writer. Two major additions include panel tests for unit roots and cointegration and forecasting of financial time series, as well as updating material covered in the earlier book. Harris and Sollis have incorporated as many of the latest techniques in the area as possible, including: testing for periodic integration and cointegration; GLS detrending when testing for unit roots; structural breaks and season unit root testing; testing for cointegration with a structural break; asymmetric tests for The discussion of certain topics has been simplified.

Richard Harris is an Applied Time Series Modelling and Forecasting.

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