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A Guide to Modern Econometrics. A Guide to Modern Econometrics 5th Edition.
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Themes in Modern Econometrics Paperback: Cambridge University Press August 4, Language: Related Video Shorts 0 Upload your video.
Time series econometrics is used for example for predicting future developments of variables of interest such as economic growth, stock market volatility or. Editorial Reviews. Book Description. Time series econometrics is used for example for predicting future developments of variables of interest such as economic.
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Estou usando este livro, juntamente com Time Series Analisys do Hamilton para fazer minha monografia em Economia. A well written book which provides numerous refernces to freely available software.
However, this book is certainly not meant for someone wanting a fast and gentle introduction to econometrics. Equations and models are presented with full theoretical exposition, however the notation used is extremely complex and the explanations are very terse. This reads more like a book aimed for a graduate student and less for a financial practioner looking for some insight into time series.
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