Time Series for Economics and Finance (Paperback) (ISBN-13: 9781009396264)

Focusing on methods for data that are ordered in time, this textbook provides a comprehensive guide to analyzing time series data using modern techniques from data science. It is specifically tailored to economics and finance applications, aiming to provide students with rigorous training. Chapters cover Bayesian approaches, nonparametric smoothing methods, machine learning, and continuous time econometrics. Theoretical and empirical exercises, concise summaries, bolded key terms, and illustrative examples are included throughout to reinforce key concepts and bolster understanding. Ancillary materials include an instructor's manual with solutions and additional exercises, PowerPoint lecture slides, and datasets. With its clear and accessible style, this textbook is an essential tool for advanced undergraduate and graduate students in economics, finance, and statistics.

Author: Oliver Linton
ISBN-10: 1009396269
ISBN-13: 9781009396264
Publisher: Cambridge University Press
Language: English
Published: 12/19/2024
Pages: 450
Format: Paperback
Weight: 2.15lbs
Size: 9.97h x 7.14w x 0.91d