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Time Series Econometrics: Learning Through Replication


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Author:
John D. Levendis
Publisher: Springer
Copyright: 2018
ISBN-13: 978-3-319-98281-6
Pages: 422; hardcover
Author:
John D. Levendis
Publisher: Springer
Copyright: 2018
ISBN-13:
Pages: 422; eBook
Author:
John D. Levendis
Publisher: Springer
Copyright: 2018
ISBN-13:
Pages: 422; Kindle

Comment from the Stata technical group

John D. Levendis's Time Series Econometrics: Learning Through Replication is a time-series book for practitioners from an author that has published numerous Stata Journal articles that provide helpful tools for financial analysts. The topics covered range from univariate time-series models under stationarity and nonstationarity to multivariate time-series models, ARCH models, and GARCH models.

The theory is presented clearly, but the focus always goes back to showing the practitioner how to use Stata's estimation and postestimation tools to answer relevant research questions. The datasets, examples, and exercises are carefully chosen and are a noteworthy part of the text.

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