INTRODUCTION TO MODERN TIME SERIES ANALYSIS

Econometrics has been developing rapidly over the past four decades. This is not only true for microeconometrics which more or less originated during this period, but also for time series econometrics where the cointegration revolution influenced applied work in a substantial manner. Economists have been using time series for a very long time. Since the 1930s when econometrics became an own subject, researchers have mainly worked with time series.

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Autor: Gebhard Kirchgässner